The paint on a new car is fully cured before it arrives at the dealership, so it's perfectly safe to wax it. A good coat of wax will help it stay shinier, last longer, and will also make it easier to wash (things like bug splatters and bird droppings won't stick so much).
I highly recommend going over any car you plan to wax with a clay bar first, to remove any embedded dirt, rail dust, etc. This will make the finish nice and smooth and the wax will be easier to apply.