My iPhone is not changing

My gut response is to take or send it straight back and if necessary reject it for full refund.

You can use your free 90 day support and reach out to Apple Support directly. Depending on your region, you may be able to reach them here: contact Apple Support 

Here is the self-help blurb if you want to persevere

If your iPhone, iPad, or iPod touch won‘t charge

Curious how you are trying to charge your new phone?

Are you using the new cable you received with the watch with a 20W USB C charging brick?

Are you using an older Qi Charging stand?

Are you using a previous iPhone charger?