That is your servo trying to find it's centre point and if you are saying its a brand new servo you need to send it back for replacement .

its the deadband that is the problem as its to narrow and when it tries to centre it skips the zone because of the centrifigul force on its return.it's a simple fix for hitec its a digital low that they will program not a high widening the deadband and its done .this usually happens in mass production runs some do get missed.
But if you leave it as the gears start to wear the problem will get worse and thats when you will have the bigger headache .

it will not burn your servo out .

so just return it and get a replacement.