Hi and welcome to ECF. If you could return the device, I probably would do the same. You've gotten some good advice. I don't know how long you've been vaping, but it's often recommended to start with a setup with protections in it rather than a mech. Although they often look fantastic, and I will one day vape one myself, that is not the mod I would start with, especially if it's giving you difficulties.
If you post what you want out of an e-cig setup, I'm sure there are members who could direct you to something that would suit your needs that might be safer while you are practicing skills and learning more in order to vape a mech safely.... If you're a new member but long time vaper, please disregard, but if not, there is a lot of great information about how to safely use and care for a mech mod on ECF that I'm sure you'd find helpful.
And again, welcome to ECF!