Take it back and get them to show you how to use it. If it's faulty, return it, walk out and post in here for suggestions on a good starter setup.
The fact they sold you something without giving you a lesson in how to use it and without insuring that it was working and you were satisfied with it gives me great concern. Not to mention the fact it came from a "head
shop" I steer clear of shops that aren't dedicated vape shops.
For around $100 you could get a Aspire Atlantis and a regulated
mod (battery) and your
vaping experience would be outstanding.
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