Boiler/Water heater question

I recently bought a house which has an oil furnace and a new electric hot watewr heater. The furnace has been on for about a week and there is a pipe which is connected from the output of the boiler to the cold-side input of the water heater. The connection on the cold water input side of the water heater has developed a drip since the furnace has been on
I am wondering why it is dripping? Too much pressure? The connection is new. Any ideas?