Hi - I can well understand your concerns, and it seems surprising to me that a teacher should voice such comments after just a few weeks.
I support a Reception group of five children in a mixed Key Stage 1 class two days a week, and our kids who have only been in school since Christmas have various foibles that can seem strange / annoying to adults. Crying in class; refusing to answer the register; not wanting to stay in the playground, and wandering back into school during lunchtime play; wanting to be accompanied to the toilets; having tantrums.
A good Early Years teacher should be able to absorb all this and more. School is such a big and strange environment for new kids I often think it's surprising they cope as well as they do! Is there other support in the classroom? Teaching Assistant, helper etc; they can usually help resolve such issues. Does your child know any older children in school (neighbours kids, etc) that could watch out for her at playtime, the most scary time for some kids?
Personally, I would consider it much too soon to seek professional advice, unless you or the teacher detect something seriously amiss. If the teacher "can't put her finger on it" it probably isn't anything major. I can see our new ones making progress every week, particularly in confidence and co-operation, once they get to understand the rules and where the boundaries are.
Does DD [Dear Daughter, if you are very new to MN; I only been here couple of weeks, and the FAQ item explains all the mysterious abbreviations!] seem happy at school? Has she told you what they do? Reception should be mostly "learning through play", but unfortunately many parents seem to get so hung up on the child not reading and writing within a couple of weeks!! What sort of things does she like?: painting, crafts, sand & water (which Reception should have access to sometimes, even if not every day), PE, music & singing.
Please try not to worry, and see how it goes for a few weeks. If DD is stubborn that can be quite a useful characteristic in the modern world!