It sounds normal. Is it on the opposite side of the ejector? If so it's just where the empty brass tends to hit the frame during ejection. You can smooth it out if you like with some fine sandpaper. After a break-in of a few hundred rounds it should stop getting any worse.
There should be a few threads with pics you could compare yours to.
Burrs and wear spots on the frame rail are not uncommon. Generally this is a non-issue which needs no attention. If you get a really rough one, smooth it up with a fine file or fine grit paper but do not mess up more anodizing than is necessary. Some grease on the slide/frame rails is a very good idea. Use some on the barrel lugs, hammer interface, back side of the hammer, and assembly pin as well.
I wouldn't have worried about it except for i couldn't imagine where it was coming from but now i see that it is the shells ejecting. I saw a pic of the LCP doing it in the same spot. I don't see how it will stop if the shell keeps hitting the same spot. Hopefully that corner will wear down low enough to a point were the shell just contacts the steel ejector block on the other side during extraction. That corner of the frame was completely smashed on the LCP.
Beyond that a little peening doesn't bother me and my gun has been 100% reliable. Glocks do the same thing underneath the slide on both sides from frame flex and the locking block but the damage levels off after a couple hundred rounds.