Unfortunately, the clickie tailcaps on the E series seem to have a fairly high rate of failure. I have had a couple stop working right after purchase as well. If you email Surefire, you should get a replacement within a week or so no questions asked (I did).
However, while you are waiting
....look at the end of the tailcap between the metal and the rubber boot, you will see two slots opposite one another. Using a small pliers (I use my Leatherman) insert the tips of the pliers into those slots and "unscrew" that ring. This will allow you to disassemble the tailcap and get at the switch. From there, spend some time tinkering with the switch (some on this forum have found luck lubricating it). I simply tinkered with one for a while including adjusting the metal tabs in the switch and it now works better than any of my other SF clickies.
Check around the forum, there are pix and suggestions...you are not the only one to have this happen.
Good luck!!