Yes, I believe it's all probably normal on a NEW machine. The weird smells for sure are normal. You could carefully WASH the bike when cool to remove some of the oil residue from factory/assembly.

The brakes squeaking is likely the brake pads and the rotors getting to know each other. Go EASY on your brakes for about 400 km. Do not over heat them or use them too hard.

To reduce clicking, try using Steel Wool, go over the rotors in the contact area ...go with the grain of the steel. This will remove tiny irregularities from rotor surface. CLEAN rotors with Brake Kleen (or similar)

If clicking or squeaking persists, put bike UP on a stand, spin wheels, apply brakes. Try to identify the problem. Could be anything from improperly mounted Speedo drive, bearings and spacers in incorrect order, no grease on axle or a loose axle nut.

On a new bike it is ALWAYS a good idea to check all nuts and bolts you can reach for tightness. A torque wrench is best ... if you don't have one ... just do the best you can with normal tools. Having owned MANY new bikes, I have found some disturbing things:

Loose axle nuts
Loose steering head (needed adjustment)
Loose (nearly falling out!) brake caliper bolts
Various loose screws on body work, shield, seat and more
Loose triple clamp bolts (4 per fork usually)