2 things come to mind that you probably want to check.
--The steering rack
--The front wheel alignment
When I bought my X it already had 22,000 miles on it. After about a week, I noticed that the wheel seemed to wander a bit. It just didn't feel right. I took it to Ford and they said the steering rack was shot. Several teeth inside were broken/stripped which gave sloppy steering and let the wheels drift in their alignment.
A rebuilt rack from the auto parts store is only around $150 or so. Not too bad a job to install.
A good alignment can also help a lot. If the settings have moved you can get all sorts of problems.
I'm sure people on here can offer suggestions on how to check these types of items...I don't have any great checks in mind.
I do know an easy check on the steering rack is to check the outer boots for signs of fluid inside the rubber boots.
Hope you find what's wrong soon, and it is only something minor.
Good luck,
Ken