I just received my first box of cast iron plates for dumbbells and they came damaged, how do I fix them?

if they weigh the same then what is there to complain about  they are DUMB BELLS 

Treat it like any metal.  Wipe off oil(you can't see but it may be there with paint thinner on a cloth rag) and toss cloth rag to side. Now as it is dry sand it with sandpaper say 100 grit and scratch everywhere you are planning to paint. Now get a clean dry rag and wipe dust off.  Usually I have newspaper on the floor and grab a brush and paint it. or spraybomb it.  Leave it to dry for 24 hours and you are good to go.

The rags both should hit the outside garbage can.  The one with paint thinner may start to burn so you do not want that inside.  It can burn in the metal garbage can(unless you have plastic then put in a glass jar  and close the lid)

usually weights are coated for shipping, to protect them from undue wear.  

They expect it to wear off.  If you're not taking selfies, and are actually working out, then it won't matter. 

File a claim with the seller for replacement of a defective product.

Note: If it is flaking, it isn't cast iron.

you call the seller and ask ... my suspicion, of course, is that they'll do nothing