I played anOde's horn prior to it being shipped, albeit a few months ago, and don't recall any problems. It was a really tremendous instrument, that I lusted after for some time, but never had the funds!
There is still the possibility that no matter how well packed, the adjustment of the horn got a little screwy in shipment. She's got all new pads, if I recall (the cool black ones, right?), so they may just need some breaking in too. If you bring the horn to a tech and something is up with it, drop a message to Doctor Sax, and I'm sure he'll be able to help or offer you a credit or something. (not sure what shipping would be to you, but he's got the lowest reed and mouthpiece prices I've seen around!)
BUT...most likely, it's just that you aren't used to soprano. Many players list the soprano as being the hardest sax to learn to play! I've always loved playing them, though!