Hiya mate, I'd definately recommend having the 600 mile service done. I have just bought my R1 and have phoned my dealer to ask the exact same question. Apparently it is necesary as part of your warrenty, and it's free anyway. Some may ask you to pay for the oil. Everything that was part of the initial check before your bike was deamed roadworthy will be rechecked - Brake pads, fluid, oil, and bolts etc - Like a mini MOT. My dealer said they usually just charge £30 quid for the oil, worth it I thought if only just for the peace of mind.
Hope this helps, Happy trails