Yes, same problem! Delivery was last Thursday (12/12), all working fine. Next day the horn, the voice command button, back/menu button, and the heated steering wheel all suddenly stopped working. The scrollwheels still work (both), and the buttons on the left side still work. I've got a service appointment this Thursday. They said it will be a steering wheel and airbag replacement. (The fact that the heated steering wheel had also gone out seemed important to the them, that otherwise it might just be a switch or a loose/nicked wire, but in this case they suspected the airbag had caused a short.)
No horn is a safety issue so I've been driving it less than I'd like, which is disappointing, and I don't feel I've tested it as much as I'd like. Especially since the repair will be after the 7-day return window, though the return policy does mention that can be extended for extenuating circumstances. Love the car, and really hoping I won't find anything else major wrong that would make me think it wasn't built well and need to return it. We've also got a Model 3 so I'm familiar with the Tesla-ness of it -- that was the reason I went for an X, and I wouldn't return it for any reason other than poor build quality -- so I'm just hoping it's a one-off problem and not a sign of a lemon.
Just FYI, I went through one of the online delivery checklists, and the only problems I noticed at delivery were the trunk carpet wasn't attached, which they fixed right then; and they did a very poor job of cleaning it, pretty dirty outside, and all kinds of black hand smudges on the white seats -- but that was a good test of how they clean up! (Thankfully they cleaned up very easily.)
Here's hoping for no other issues!
