Thanks to everyone who replied. It sounds like 3 of you have had NO brake noises like I've described. I'm just curious to know if that means you don't hear ANY brake noises at all??? Ever??? Have you heard any strange noises coming from your car at all? (Like that thud?) Or had any issues with your car? (Like the "Check fuel fill inlet" light coming on after you fill up the gas tank or your dome light staying on or any others?).
Anyway, I talked to the saleperson at the original dealership about it and we've decided to have me go to another dealership that is closer to get a second opinion. What I would also like to do is test drive another Fusion to see if these noises are "normal" as they said.
Also, since my original post, what I've noticed is that the brake noises seem to subside somewhat the day after it rains and then within a day after that the noises seem to get louder again. It's almost like the moisture from the rain actually helps to lubricate the parts better and then when they begin to dry out again they start to get louder. As for the thud sound, I'm beginning to think it might be related to the gas tank. Tonight after completely filling the gas tank, I noticed (like I did after the first time I filled it completely full) that I can really hear the gas sloshing around loudly in the tank (like I have a big jug of water in the trunk) and I also heard that thud noise again when I took off - it makes me think that the gas tank is shifting. (BTW - I have heard the noise that the doors make when they automatically lock when you first take off but this noise doesn't seem to be related to the thud - thanks though!) Anyway, I read on another site about baffles in the gas tank - maybe there's some sort of issue with them. Has anyone else hear gas sloshing around loudly in their tank? (note: I have no radio on when I hear these noises).
Anyway, thanks to everyone for their input. Perhaps, I'm just being oversensitive to the noises and anyone else listening to them would think that they are normal too. I just didn't expect to hear any noises like this on a new car. Especially since I don't recall hearing noises like this on my 1999 Ford Taurus that I drove for 12 years!