Manufacturers usually put an oil like preservative on the guns for shipping and storage. This is not lubrication and all new guns should be cleaned of this preservative and lubricated with a proper gun product prior to shooting the first time.
There are lots of good lubricants for firearms out there from good old Hopes gun oil, to CLP, Rem Oil, etc. Some people use Mobil 1 or other motor product. A good homemade gun oil is simply ATF (auto transmission fluid) thinned 50/50 with Kerosene.