I have the same, a lit stuck pixel. Annoying indeed.
As it was under 14 days, Vodafone just sent me a new 5800 as a replacement, but I sent that new one back this morning as it has the loose/gap in the case on the top right of the phone (original phone hasn't got this).
So I'm waiting to see what happens now, probably a repair. But to be honest if a new white or light coloured theme comes out I won't see it (can only see on black).