Cleaning pads and rims are good advice. However, I've had similar issues with new MSW rims on bikes that didn't make the braking suck, it just made them harder to lock up. Stopping was still easy enough although panic stops would have an uneasy "Anti-lock Brake System" sort of built-in. However, simply commuting on streets and picking up small road grime and constant braking eventually wore grooves into the machined side-walls and also the brake pads and then the braking has improved.

The improvement can be fairly rapid. In fact, my daughter's new commuter has some cheap new Tektros against some 26 inch Sun-Ringle rims. The initial break-in took about 2 weeks of riding before, suddenly, her Tektro long-pull 2 finger levers and zero flex Jagwire housing were causing panic braking that would nearly cause her to flip over. She crashed a few times because the brakes went from slippery to grabby in just a weekend. Solution was to use some recycled old 1980's brake cable housing and swap out the Tektro levers for some old short-pull, Diacompe 5 levers. Yes, I know many people will tell you NEVER put short pull levers on long-pull V-brakes. But she can still lock up the wheels, but barely and only by nearly bottoming out the levers against the grips. But she has her "ABS" back and she brakes and controls speed much better and still comes to a fast stop.

So ride more and wear in the brake shoes and rim combination. I would expect any coating issues to go away, unless of course, you're doing something obviously brain-dead, like using some lube-spray and getting the rims oily in the process. But that'd be unlikely, now, wouldn't it? :-) Good luck.