The phone has moving parts in it. Vibrator, focus motor, accelerometer, etc. It'll be a while before they "shake out" the manufacturing process to minimize or eliminate any instance of audible rattling from those moving parts. It does make one wonder what else are they overlooking, but for what it's worth, the rattle doesn't mean the phone is necessarily a lemon. I have a rattle on my GSM iPhone 4 which was manufactured the 27th week of 2010, and the phone is flawless. The buttons are crisp, the screen is perfect, the speaker and mic work fine, and the reception is, despite all odds, outstanding.
So, be aware of the rattle but don't worry too much about it. If you don't tend to shake the phone violently while you use it, you probably won't notice it in regular use.