I have a Nikon and LOVE it. Though Canon's are great too. There are the Nikon people, and Canon people, and personally i am a Nikon person. While they are both equally great brands and both make great cameras, i personally prefer the Nikon over the Canon. The Canon has the better body(part of the reason why they are probably the best maker of the point and shoot camera on the market), the Nikon has the better lenses and for DSLR and SLR camera it's really the lens the that makes it or breaks it. For instance if its a toss up whether or not to spend the money on the lens or the body, go for the lens which is part of the reason why i went for D3000, rather than the D5000. Don't let me discourage you though from the Canon, there are lots of people here with Canons and they can produce equally as great pics. I hope you enjoy. Oh and another great thing about the Nikon D3000 and Nikon D5000 is they have a built in manual thing on the camera. I've tried it once or twice when i first got the camera and it's actually quite a useful tool for beginners.
Though personally, i prefer to learn on my own by playing around with each individual setting and so on, rather than reading and selecting and so on. ANyway Enjoy your new camera, I'm sure you'll LOOOOVE the Canon. Also great pics!
Oh and if your still unsure about whether or not to keep it or exchange it, another thing i reccommend people doing if theyre deciding between cameras is going to the store an trying out the different ones on display and see which personally feels better in your hands and so on.