New mountain bike feels sticky or grinding when pedaling
More information on the type of bike you have and maybe a video of the grinding would aid in diagnosis.
As Argenti says - the easiest thing to do is to take the bike back to the shop if that's possible.
I'll take a shotgun approach.
I'm going to assume you had a bike delivered to you in a box and did the final assembly.
If you have a front and / or rear derailleur:
Things to check for intermittent grinding while pedaling:

front derailleur rubbing on the chain
rear derailleur not adjusted correctly

EDIT 1: If you can get the rear wheel of the bicycle off the ground, pedal with your hand and listen for where the sound is coming from. My guess is that it's coming from the rear derailleur.
If you have a bike with a chain guard the chain might be intermittently rubbing on the chain guard. EDIT 1: You have a ring type chain guard that usually does not rub unless it's badly bent.
If you were missing bearings in your bottom bracket you would be getting constant grinding while pedaling and the bearings would be larger than 2mm. That size sounds more like a headset bearing.
The bearings are probably not related to the intermittent grinding/friction issue.
If the bearings do belong somewhere on your bike you need to figure it out before serious damage occurs. I've seen some strange things show up in a box along with a bike and it is possible that the bearings don't belong to your bike.
There are four places bearings should be on a bicycle:

Front hub
Rear hub
Bottom bracket - crank EDIT: looks like a sealed BB so it should be fine
Headset - where the handlebars and fork come together
Pedals
See the Terminology index

On a new bike bearings are usually adjusted too tight. It's best to pull the wheels and check hub bearings, they should spin smoothly with no play. Slip the chain off the crank - it should spin smoothly with no play. Pick up the front of the bike and check that the handlebars move smoothly with no play.
That's all I can think of but hopefully this will get you pointed in the right direction.
More information or a more specific question will enable a more specific answer.
EDIT 2: Pedals
On most of the Wal Mart bikes I've worked on some adjustment is possible.
Here is a diagram of a pedal that might resemble what you have.

Sheldon Brown
There is a cap in the middle on the end of the pedal. With a little creativity is it possible to remove the cap (they are usually pressed in, on nicer pedals they are threaded in). With the cap removed there is a:

nut,
keyed washer
bearing cone
ball bearings

The nut locks everything in place. Remove the nut, adjust the cone then put the lock nut back on and tighten everything up. It takes me a few tries to get the pedal to spin smoothly with no play.
About 2mm could be the size of a pedal bearing. If the bearings came from the pedal it's easiest to replace the pedals.
When removing pedals the left hand pedal has a left hand thread (turn clockwise to remove) and the right pedal has a right hand thread (turn counter clockwise to remove)