That is normal for a male to do that to a female if he never had one in the tank in the first place. BUT if he starts nipping to hard as in ripping her skin YES she needs to come out ASAP.
You said you got her today, you should not of put her in the tank with him if you just got her today. You need to keep her in her own tank out of the room from your male, and she should be in her own tank for 60 days to make sure she has no problems as in worms, fungus, any health problems that she might have and not showing them yet. Also is she eatting good on her own? some times new dragons wont eat right away and putting her in with a male might stress her even more into not eatting.
Is she the right age, weight, size to breed?
also what size tank are they both in?