What kind of car did you have before? I think what you're experiencing is really normal for a N/A 4 cylinder. Try moving your shift points up by 500 RPMs.. I usually shift at 3k normal driving which keeps me between 2-3k. If you're trying to go WOT you should downshift, you're not going to see any power from your car until after 3,000.(really opens up after 4,000)
Before going to the dealer keep in my at WOT just because you're full throttle doesn't mean you're in the right gear for your car to get moving. That's my best assumption on this hesitation you're feeling and why you don't feel it in 1st from a dead stop.
If this doesn't help your comfort take it to the dealer.. But if its not sputtering around, I doubt there is a problem.