Don't worry so much about stuff not working.. since the dealer should check that as part of the PDI and you have a warranty anyway.
Just look for damage.
If you notice any damage later, nobody will know for sure that it didn't take place after you picked the car up (maybe in the street overnight or in a car-park) so the dealer won't fix it for free afterwards.
So.. look along/down the sides of the body... and on the corners and the lower body to make sure there are no dents or dimples. Also peer acrosss the bonnet from the side and also the roof.
Similarly check for paintwork scratches and scuffs... and make sure the wheels aren't scraped.
The interior should be immaculate too. No loose or hanging off stuff and certainly no marks or damage.
Personally I don't get hung up on the odd miniscule mark, since the beast is going to face the rough world out there and is going to suffer wear.. but you did buy a new one, so it should be more or less unblemished.
Ralf S.