My first time out of the box Apple Pencil 1 will not charge while plugged into my iPad Pro

Try restarting your iPad and see if that helps. Take a look at some of the troubleshooting suggestions in here.

https://appletoolbox.com/apple-pencil-not-working-heres-our-troubleshooting-guide

You might want to charge the pencil using the adapter and plug into a wall socket if it won’t charge with the iPad. You never want to let the battery run down on the pencil and you will find that it will need to charged frequently.

As described, your Apple Pencil is displaying symptoms of a dead battery - that will not accept or hold any charge.

Assuming that you do not have any other iPad charging issues - and that the Lightning Port of your iPad is free from debris - whilst the Pencil is plugged-in to the Lightning Port of your iPad, verify that the Pencil is recognised:

Settings > General > About

Scroll to the bottom of the page - and you should find two identical entries for the Pencil (one each for the physical and Bluetooth connections).

The tiny internal Li-ion battery is susceptible to permanent/irreversible damage through being left discharged for long periods. Even some “new” pencils can exhibit signs of failure out-of-the-box if they are “old stock”.

It is essential that if you have an Apple Pencil that you charge it regularly - whether used or not - so as to protect the battery from deep-discharge. Do not allow a pencil to remain in low-charge state for any period of time - as the internal battery will fail, rendering the Pencil useless.

If the Pencil Battery has failed, the only remedy is to replace the Pencil. If purchased directly from Apple, if the battery has failed and your pencil is within its one-year warranty, you should look to having it replaced when the Apple Stores eventually reopen.

I hope this information proves to be helpful in both diagnosing and resolving the problem.

You cannot store Apple Pencils for any prolonged period of time and NOT keep them charged up to some level.

If your Apple Pencil/s sat around unused or unopened and not kept charged up for more than a few weeks, or so, OR

LONGER, then the battery in your Apple Pencil may have failed and is dead and you will have to purchase another

brand new Apple Pencil or get, if still under warranty, a free replacement Pencil from Apple.

Sorry.

And it looks like some things about the Apple Pencil have NOT changed in the new version 2 model, either.

FYI and something Apple will never, EVER divulge to it potential iPad Pro/Apple Pencil customers/users unless the potential customer/user is smart enough to ask about,

Due to the “always on and active/standby” nature of the Apple Pencil and, also, due to its very tiny rechargeable Li-

ion battery ( smaller than the eraser head on a REAL wooden pencil ), the Apple Pencil needs to be constantly charged up to some significant charge level ALL THE TIME, even when not using the Pencil for prolonged periods of time.

The Apple Pencil needs to be kept charged to a minimum of 5-10% all the time.

If the Apple Pencil battery is allowed to drain down to 0% and allowed to stay in that flat condition for more than a few weeks, or so, OR EVEN LONGER, that very tiny little Li-ion battery is too small to keep at a 0% state for a long period of time and it will fail and the Apple Pencil will be dead and you may have to “pop” for another $99 Apple Pencil, once again!

Apple only has a one-year warranty on any Apple accessory items.

You need to keep your Apple Pencil charged all the time, even if it is only to 10%-15% charge. It must keep some charge level in that tiny Lithium-ion battery at all times!

One last ditch thing you can try is to plug the Pencil's Lightning connector into the iPad.

Then, try a simple hard reset of your iPad by holding down both the Home and sleep/wake buttons simultaneously until your iPad goes to black and restarts with Apple logo, then release the buttons.

See if the Pencil starts charging then, when it reaches a sufficient charge, like over 15%, or so, or more, disconnect the Pencil and reconnect it to see if it Bluetooth pairs.

If it does pair, try using it.

If still no joy, your Pencil is definitely dead.

Sorry and Best of Luck to You!

Sounds like a dead battery, how long you had it?.

When did you purchase the pencil?