Exchange apple pencil for new one

Make sure thr tip of the Pencil is screwed on snugly ( NOT TOO tight ! ).

Then follow the troubleshooting tips/steps in this Apple Website Webpage supoort article below.

Tap the link below.

Connect Apple Pencil with your iPad - Apple Support

Good Luck to You!

The iPad Pro 12.9 3rd Generation uses the Apple Pencil 2nd Generation. If you have a 1st Gen, then you purchased the wrong pencil when you purchased your iPad.

If you purchased less than 14 days ago from Apple, you could return it for a refund and then purchase the correct one. If not, then you will have to purchase a new one. You could see if you could sell your 1st generation pencil to someone that could use it.

You never mentioned which Pencil you had and using with which iPad Pro.

You need to return the 1st gen Pencil and purchase the 2nd gen version.

Both version Apple Pencils charge and pair differently to different year iPad Pro models.

You need to search online to locate and call contact your nearest, “local” Apple Store location to try/attempt to make an appointment to get your Apple Pencil replaced with another new Pencil.

OR, failing that,

You need to contact Apple support via the contact support link located at the upper right hand corner of every Webpage of these Apple support communities.

Use the Device Performance and Connectivity support categories.

OR

by installing and using the Apple Support app found in the iOS App Store.

Tap the iOS App Store link below.

https://apps.apple.com/us/app/apple-support/id1130498044

OR

Call contact Apple via the support numbers found in the link bekow.

Contact - How to Contact Us - Apple

https://www.apple.com/contact/

Either way you are going to need to exchange the 1st gen Pencil for the 2nd gen Pencil.

Best of Luck to You!