The texture is a result of the sand casting process that is used, creating a surface finish that has a texture that will allow the seasoning to adhere to it. As you use your cookware over time and continue to season it, the pan will become smoother. Unlike other types of cookware, Lodge Cast Iron only gets better with use.
Some customers prefer to smooth out the roughness, and it is okay to do so using fine grade sandpaper. Be sure to season the item promptly after doing so.