The brushes transfer the electricity from outside the motor to the spinning winding in the center of the motor. They undergo quite a lot of friction, and after a while wear out. Carbon is used as it is a reasonable conductor, and is soft enough to wear down instead of wearing down the "comutator" - the ring the brushes press against. Brushes are designed to be replaceable in large motors because of this.
When brushes are first put into a motor they won't be the exact same shape and size as the commutator (which may have had a small amount of wear) and thus won't make a perfect smooth contact. With time the brushes will wear to fit the commutator perfectly. The noise you hear is probably the brushes undergoing this initial shaping wear and will stop soon enough.
Also, the brushes are located inside a tube-like recess, and are pushed against the commutator using small springs. If the noise doesn't stop after a while a small amount of grease to help stop vibration in the brushes may be in order. make sure of the thermal properties of the grease though, as brushes are liable to get rather hot.