That's what it is. A little black spring. So is this a trip to my favorite guitar shop to get fixed?
I need to get the setup done as well as the bottom E string buzzes which is kind of frustrating on a brand new guitar, but they do have in the fine print that it is a generic setup at the factory so....

Thanks guys for the answer. Chris, I love your lessons. Keep up the great work. You are making better guitar players out of all of us!