Problem with caliper brakes of Pure Fix Original Series
Tiny metal fragments from the rims embedded in the brake pads is fairly common, although the amount you have in yours looks excessive to me.

The rims may have not been machined very well and had poor surface finish which lead to the high level of contamination of the pads. As the rims wear in this should decrease. You don't want to leave all those bits of metal in the pads, you can pick them out with the corner of a razor blade or replace the blocks.

You could try smoothing the rim braking surface with something like Scotchbrite to remove any loose particles. I would not use anything much more abrasive than that.

Don't worry about circumferential scratches on the rims, they will be smoothed out by wear in time.