I’d hold on a bit longer. I’ve actually rarely had a job where my first paycheck arrived on time.* There are often HR/ payroll issues that need to be sorted out. Of course, always I knew that I was working for a legit employer, so I’ve been a lot less nervous about these things than I might have been if I’d signed on to a start up.

* Once, my first three paychecks weren’t paid until the fourth pay period. I wasn’t worried about never receiving my wages, but I was definitely concerned about making the rent.