Due to the organic nature of your carpet's pile, it is not unusual for shedding to occur. The yarn of an oriental carpet's pile is comprised of dozens or more individual fibers which are wrapped together to make a single or more ply of yarn. These individual fibers vary in both thickness and length.
In some rugs, there is what you may call a "break in period" where the rug will shed for several weeks depending on use and vacuuming. This shedding usually slows down and eventually ceases. There are instances, however, where the shedding is excessive primarily due to a lower quality of wool used. A short and quick test prior to purchasing your rug is to vigorously rub the face of the rug back and forth a dozen or so times (you may have to break if you hand becomes hot!). Excess wool surfacing to the rug's face should be gathered up and rolled into a ball. If the rolled sample is equal to or greater than the height of the rug's pile, this is a fairly good indicator that an inferior (shorter strand) wool has been used. For more information on how to test fiber quality click here.