Several of the "dead"-heads I've purchased recently were not so dead after all, just playing possum. Perhaps your new light might be having the same problem.
Under the foam battery spacer you will see the silver center + contact surrounded by a dark ring and then two more outer silver rings. These two outer rings are where the aluminum head is crimped over the – contact ring of the electronics package, completing the electrical circuit that runs from the tail – end of the battery, through the body of the light to the threads of the head and to the PCBs contact ring. No contact, no light.
You can try "hot-wiring" the light by holding the + end of the battery against the center + contact and a thin piece of wire from the – end of the battery directly to the PCBs contact ring (not the outer crimp). You may have to push the wire firmly against to ring to make contact through any leftover foam, glue, or coatings. If it lights up, you're good to go. If hot-wiring works I've found that running a sharp tool, such as a small knife blade or fine screwdriver blade, around the point where the two rings touch each other will "blend" the two metals together and re-establish the connection that was once there.
Of course, you can always just return it under warrantee, but there's little learned in that exercise …
Good Luck!