I've had problems with the dust cap or cover for the upper bearing rubbing, causing a tightness when turning. A simple test is to remove the cover and replace with a spacer to see if the problem goes away. Good luck.
i had this, turned out i had been a complete tool and put one of the bearing races in upside down. i won't insult your intelligence by suggesting that's your problem but it's worth a check
1. first, you're sure you have the headset adjusted properly? the top cap should be just snug enough to eliminate any play then tighten the stembolts to lock everything in place.
2. as already mentioned, did you put the bearings/compression rings/races/etc in properly? easy mistake to make and will keep everything from turning smooth.
3. did the cups get pressed completely into the frame? make sure both cups are pressed flush to the frame all the way around.
4. since it's a new fork/headset, i'm guessing this isn't a problem, but make sure you used the crown race from the new headset. different headsets have different crown races and the wrong race can cause problems with the bearings.