The main purpose of the ground fault circuit interrupter (GFCI) is exactly what it says. The circuitry monitors both the feed (hot wire) and the return (neutral wire) to make sure they are balanced. Any differential will tripped the unit. You did not say that you had to reset this unit, so if you didn't reset it, bring it back to the store where you purchased it from, because it is defective.

It means that the outlet has tripped. There are one of three problems which you can check. 1. The outlet was wired wrong. On many new GFCI receptacles if the wiring is incorrect the receptacle will trip and not allow you to use it. Proper wiring methods can be found by searching in your search bar "how to wire a gfci". It is possible that what was plugged in went over the amp rating of the GFCI. causing it to trip (note: not as likely as your main circuit breaker would have tripped first). The only other things, which has happened to me a lot is the outlet can be super sensitive to current change. GFCI measure high and quick rises in current. If it is too sensitive to the rise in current the receptacle will trip. In this case it will need replacement, and the store will exchange it for you free of charge.