What is the deal with serrated/non-smooth rim sides on a bike wheel?
These are just machining marks from the tool that cut the braking surface. Rim manufacturers don't bother to get the braking surface completely smooth.

The tiny grooves don't negatively affect brake performance and will eventually wear away. You'll need to look for other causes of brake performance problems. Do you have new pads. New pads on a new rim make need 'breaking in', i.e. get a little wear before they achieve proper friction.