New roadbike. Poor cassette quality control?
There does not appear to be anything wrong with the cassette. Shimano helpfully put some nice clear pictures of individual sprockets on the product page for the CS-58000 cassette.

https://bike.shimano.com/en-EU/product/component/105-5800/CS-5800.html

You can easily see that the smaller sprockets have some 'chisel' shaped teeth.

Clicking at the rear derailleur usually indicates slightly miss-adjusted indexing which is quite plausible on a new bike. Check for that first.