Here are some things to try with a totally new "T" setup...
1) remove the cap from the tank and and use some tweezers or needle nose pliers to remove the 'chad' that was left by the piercing spike.
2) insert the tank into the atty with the battery end pointed up.
3) make sure that the air vents on the side of the tank line up with the vents on the sides of the spike plate.
4) a new tank and atty combo may be hard to fully snap together. Don't be afraid to put some pressure on it if you have doubts. They should 'click' together the first time or two but will loosen up quickly to where they just slide in.
I have eGo batteries and I use a combination of "b" type attys and tanks, 510 cartomizers, 510 atomizers with a cone and EMDCCs... If for some reason the tanks don't work out for you, you have plenty of other options. People will say that the tanks don't taste as good or as strong as a carto but I have one juice that just tastes wonderful in the eGo tank but is boring at hell in a carto. You'll need to experiment to get the most out of your equipment. The LR atty that came with my eGo-T kit didn't function properly until I adjusted the wick and then did a full cleaning and dry burns to get rid of all the gunked up juice that was left by the improperly functioning wick.
Best of luck to you...