[Baffles]

LCDs can burn in like that, though it isn't a permanent burn like it would be on a CRT. The correct term for it in this case isn't burn in though, but rather image persistence. With normal use, the 'burn in' should fade out fairly quickly. If it bugs you that much, make sure your screen doesn't sit displaying the unlock screen for long periods of time. Letting the phone display a white image for a while should also make it disappear. It's not worth returning the phone over in the slightest, and the same issue will occur on any phone you get. Unless you let it display ONLY the unlock screen for like... years without changing, it isn't permanent.