New MacBook Air set up

Hi,

Try to check your MacBook Air with Apple Diagnostics if it reports WiFi and Bluetooth related error.

Use Apple Diagnostics to test your Mac - Apple Support

Apple Diagnostics reference codes - Apple Support

As Tesserax suggests, if error is/are reported you would better ask for return and refund.

Returns & Refunds - Shopping Help - Apple

Although rare, it may be possible that your new M1 MBA is faulty. If you purchased it within the last 14 days, you can return it for either a full refund or replacement. If past then, and you want to try to resolve this yourself, what have you tried, so far, to set up your notebook? For example, have you tried connecting it to another wireless network or restarting yours?