Brynne,
First, congratulations! Second, don't worry. Your vehicle is still new and needs to go through a break in period that conditions the battery (among other things). You will soon notice the ability to drive in EV mode for longer periods and at increasingly higher speeds... 20-25 miles per hour is where the ICE will want to kick in, but I'm already able to accelerate up to 30 miles per hour in EV and I've got less than 1000 miles on mine. You'll also find that you can 'maintain' speed in EV mode at higher speeds, such as when decelerating from highway speed and the ICE shuts off around 40-45 miles per hour. I can often hold at 40 miles per hour without the ICE coming on, though can't increase speed.
There are lots of variables that determine how the FEH behaves, but you'll soon get to know them well the more you drive it. But don't worry, there's nothing wrong, what you're experiencing is normal.
When you start the FEH it will almost always start the ICE (unless you've been driving it and just stop for a minute or so), because the engine needs to get up to operating temperature. There are various reasons for this, but it's mostly because the catalytic converter needs to reach operating temperature to work properly at reducing emissions, and the engine needs to be warmed up so it can safely turn on/off so often.
If you read through these message boards more, you'll find a wealth of info. There's another quite active group at
http://autos.groups.yahoo.com/group/hybrid_ford_escape/ .