The thin fiberglass can take a set if is was very poorly wrapped in shipping.
Should rebound in a short period.
Hanging it on the door is one option.
Usually the set is because the rod is left loaded up in the off season and stored with a line strung through the guides. This is like a older bow left strung.
Noodles being so thin can have this happen to them. Other rods that are glass and are under a certain diameter can also take a set. I have seen open water rods do this too, from being leaned up against a corner. Those are usually fixed by leaning it the opposite way in the corner.
I would advise against heating it up. That may have caused the initial problem in the first place. Fishing over a heater are where many rods warp.