As far as I know, no one has ever gotten a solid answer from dealerships or Hyundai corporate customer service about the factory fill oil - anything about it. I would bet against the factory fill being synthetic though. I think one poster here even had Hyundai customer service tell him not to use synthetic - not that a random Hyundai CSR rep should be presumed to know what they're talking about. If you are thinking synthetic for engine longevity, and you want to change the oil early and often during the first few months/ first few thousand miles, I'd say go for it. Dealer service techs will probably tell you there is no need to change the oil sooner on a new car than the normal oil change interval, (I asked and was told that, and several others have reported that as well) They may be right that there's no need, but it won't hurt anything either. No one has ever received and reported definite information about any "special factory break-in oil fill". I can say -with corroboration from others' experiences, too- that the gear box oil in the manual transmission model Accent breaks down pretty quickly, and you're best off changing it out sooner rather than later. So much for the idea that Hyundai put in the best possible lubricants for our cars at assembly time.
Consult the owner's manual for environmental and operating conditions which govern correct oil change schedule for your local situation. There are notices in there also about what not to do during initial 600 mile break in period: no revs past 4k, if I recall correctly, and try to vary your speed as much as possible.
For warranty reasons, it's best to use the Hyundai oil filter when changing your own oil.