You really should be able to use that without too much trouble. You might want to start over again before you go out and buy something else before you even got that thing running. Do you know what the pg/vg ratio is of your liquid? If it's high in vg it might not wick well and cause a burning taste.
Take it apart, then make sure the coil head is screwed in snug, if it's not it could cause leaking.
Put it back together and blow through it with a paper towel or something at the other end to catch any excess liquid.( it could be flooded).
Now fill it with liquid, not over the end of the air tube of course.
Leave it sit for a few minutes, then take a couple of primer puffs, which means take a couple of puffs without pressing the button. This will pull liquid into the atomizer.
Now it should be ready to go, give it a whirl, not much to it.