...Also, I don't recall the Nexus internal hub gears to have as much of a mind of it's own when new as the Alfine has. Hoping it just needs to be broken in but I'm a bit put off by how when I down shift one gear it doesn't do anything. Then when I upshift one it downshifts. ...hope that stops. Maybe I need to lubricate the cable...
Sounds like it's out of adjustment. Follow the instructions in this video (I know the featured bike is unconventional, but it's still the best tutorial I've seen to date):
Plus, in the inevitable circumstance that you have to remove the rear wheel, this is a great instructional video: