If you bought it new within warranty period, you should ask for a replacement. The stylus should be straight. If you bought it used, you may consider a trade in. I would feel uncomfortable with a bent stylus.
bent stylus questions
the stylus cantilever on my Grado Statement Reference is bent to the side about 15 degrees, seemingly right where it is joined to a slightly larger tubular thing (which is oriented straight). I have no idea how this happened, but it is bent in the direction toward the spindle. Once I started aligning with the cantilever, using a Mint, and ignoring the cartridge body (which you have to ignore with the wooden Grados anyway, due to their funny shape), things improved greatly, and may even be about right. Is the sideways stylus nevertheless a concern? Is it out of the question to try to bend it straight with tweezers and magnification, or would I just inevitably destroy it? As far as I know, Grados are apparently never rebuilt, only good for tradein.