First oil change today and the pan is damaged has anyone else had this issue? Anyway to get mazda to cover this? I attached a picture...

 

Can't tell from the pic what the damage is.. Is it the leaking oil from the top of the pan caused by maybe a warped oil pan and the oil pan gasket not sealing properly because of it??
If that's the case, don't touch it (I assume you did not "tighten" the oil pan bolts, as they can blame you for the damage, especislly if you mention you do your own oil servicing) and have the dealer do a warranty repair/replace....