First, I had a few instances where the slide didn't stay back in the empty mag position when the magazine was empty. Second, I had a couple of ejection issues, where the spent brass got caught in the ejection port, wreaking a bit of havoc. And third, the magazines were very hard to load, and I usually didn't get them loaded to capacity.
The first problem is interesting, and I don't think this would get better with time. If you look closely on an empty magazine, there is a little "land" on the left front corner of the plastic magazine follower. This land will push up on the slide stop lever and hold the slide open as it cycles from the last round being fired. A stiff magazine spring should push up on that slide stop lever REALLY hard...problems in this area are sometimes attributed to weak magazine springs not pushing up on the slide stop lever with enough force. Insert an empty magazine and pull the slide back and check to see that that magazine follower "land" is making good contact with the slide stop lever. Does this problem happen with both magazines, or just one? It may be that one magazine's follower is just a little loose, allowing it to "side step" the slide stop lever. CZ may offer to send you new magazines here.
Second, the ejection issues may be due to the tight recoil spring, and the gun not having been broken in yet. The lighter loads (like 115 grain Winchester White Box, or WWB) sometimes don't have quite enough recoil force to cycle that slide COMPLETELY back, sometimes resulting in stovepipes or failures to eject. As the gun breaks in, this may get better with time. It will likely get better with different ammo. And it would most certainly get better with a tweak to the recoil spring (a lighter spring). All that said, I just shot my new P-07 for the first time yesterday and had no malfunctions; I was also shooting 115 grain WWB. I put probably 150 rounds through it yesterday. Shoot yours some more and see if the malfunctions go away. If not, consider trying different ammo, or even a slightly lighter recoil spring if you are comfortable with changing gun parts.
Your third problem is quite common; the new P-07 magazines are 15 round magazines, but I get 14 in mine. I also have a P-09 with 19 round magazines, but I get 18 in mine. After a lot of cycles, those magazine springs should break in enough to allow that 15th round (in the P-07 mags). If CZ does send you some new magazines to address your first problem, you'll likely find the same thing with those. I have found that CZ magazines are harder to load in general, as the feed lips (that hold the top round in) extend forward pretty far. I have found an Uplula speed loader to be well worth the price of admission.
http://www.maglula.com/product/uplula-9mm-to-45acp/You can buy them in most sporting goods or shooting supply stores.
Here is a YouTube video that shows how to use one.
https://www.youtube.com/watch?v=kOaqyvd3LS0