Many new electric items often come with a piece of glad wrap "type" of plastic put in between the battery and the housing so the batteries won't run down while it sits on the shelf. check your item and see if it has something in there. if it does just pull it out and the lights should go on. It is possible the battery(s) are dead too, I have had that happen to me before on new items because they sat on the shelf a very long time and they ran down.