That is your abs system kicking in. Anti-Lock Brake System.
You will feel a vibration in the pedal but that is normal. ABS
is something you might need to get used to so it wouldn't hurt
to take it to an large empty parking lot and test it out a few times
under heavy braking and light braking conditions. Some people have
a tendency to let off the brake a bit when this is vibrating but a steady foot pressure is necessary to make it function correctly.
Your dealerships salesman or service advisor should have explained
this to you upon pickup. And if you are not quite comfortable with
this, just stop by and let them go for a test ride to check them out
for you.
Good luck with your new car.