Brakes smoking?

[KJ]

Hi, my brakes are pretty new...
Obviously I have four-wheel disc brakes..

The front-right tire was smoking and creating a burning rubber smell when I was braking, is this normal? Could this just be the braking pads being worn in, or is this something I should worry about.

It was blue smoke, happened about a month ago...brakes still work, but I think I have to push brake pedal harder now than I used to. 

[Soaring]

If you had a shop replace the pads, then take it back to them and have them check it out.  That doesn't sound like a pad breaking in, but rather a pad sticking. 

[KJ]

The dealership that I bought the car from redid the brakes before it happened.
When I called them they said that I'd have to keep the car there overnight, which I never got the time to do because I always need my car...

Should I take it back to them and still have them check it out?
I don't want to die.

[Soaring]

Absolutely.