Hi, Eliqueii.
Welcome to the Apple Support Communities. We’re glad you decided to reach out about not being able to use your new MacBook Pro and iMac together. It sounds like you’re attempting to connect the iMac to your MacBook Pro using Target Display Mode with the intent to use the iMac as your secondary display, but the MacBook isn’t recognizing the display.
You mentioned that you purchased the Thunderbolt 3 adapter. Is the the adapter that you’re using?
About the Apple Thunderbolt 3 (USB-C) to Thunderbolt 2 Adapter - Apple Support
If it is, try these steps:
Leave both of your computers plugged in and restart the iMac. Once the iMac has been restarted, restart your MacBook Pro. After both computers are fully powered up, unplug the adapter from your MacBook Pro and plug it back in. Press Command + F2 on the iMac to see if it works.
You’ll also want to take note of the requirements for Target Display Mode outlined in this article:
Use your iMac as a display with target display mode - Apple Support
Note that your iMac has to stay on macOS High Sierra or earlier for it to work. If you’ve upgraded to macOS Mojave or Catalina on your iMac Target Display Mode is no longer supported.
All our best.