My new Queen has arrived but looks small - is she mated?

Yes, definitely mated so don't worry about that. However, because the queen is likely to have been caged for a few days by the time you get her, she would have stopped laying and not been fed so much as usual if she had been in the hive. This causes her to shrink in size. Don't worry, introduce her as recommended and once she is out and laying, you will find her size increases back to normal.