Bought car new few months ago. Just checked pressure and it's at 39psi. The info on the door says it should be at 36. Should I lower all around?

 

Too high is a relative/subjective measure. Personally I'd drop it back to 36 because the 0.01 mpg improvement between 36 and 39 isn't worth the trade-off in rougher ride and extra suspension wear, IMHO.

FWIW, cars are shipped with a lot of air in their tires to help control bouncing during transit; the dealer prep guy/gal is supposed to lower the pressure pre-delivery.

 

What size tyre?

I ran my 205/55/16 Toyo's at 38psi due to them being a softer tread & my sometimes enthusiastic driving.

Im now running my 225/45/17 Hankooks at 40psi.

 

Yes, lower to exactly factory recommended.
Your tires will wear evenly that way.
If you over/under-inflate your tires, they wear unevenly, and when inspection time rolls around you'll have to [replace them sooner which will cost you more money. I did it for 9 years. It cost me a lot.

 

It depends upon how hard the vehicle is driven; if a vehicle is aggressively cornered on a regular basis it is best to increase the tire pressure four or five pounds to even out tire wear. Said another way, a little over inflation will not, in and of itself, cause uneven tire wear. As I wrote earlier, it is all relative.

 

I agree 100%

At work, If I see shoulder wear due to low tyre pressures I will add a few extra psi above the tyre card/sticker.

 

Which vehicle do you do that for, your F-150?