fan running all night while power button is off!

If you have your X1 on the "Always On" option it will continuously make that noise I believe.  That is why I turned off the "Always On" option.  

Also, IMHO when the system is on 24/7 even on low power and uses little resources it still wears down the console faster.  That is another reason why I turned off that option.  

It should not be making any noises at all. You should literally have to put your ear on the console to hear the fan while its running. And there should not be any noises while off. You can go to http://myservice.xbox.com to register your console and setup a repair

Goto Settings> Power Settings> Hightlight "Instant-On" and click press A,  it will then set it to energy saving and when you shutdown the xbox one it will power down fully and will not run at all when its off.  Instant-On is a always on standby mode, were it downloads updates when its off and allow you to use the Xbox On command.   Energy Saving wont let you use the xbox on voice command and it will take longer to startup but atleast the machine will be turned off.   I leave mine on energy saving mode because ive found the games and such crash less when the system get a fresh startup.