First, do one thing: start your Mac and hold the Option (Alt) key while your computer is starting after hearing the startup chime. Release it when you see a cursor on the screen and tell me if you see any option to start from. If you see Macintosh HD, choose it.
After setting up Mac OS X, open System Preferences > Startup Disk, and choose Macintosh HD, so the problem won't appear again.
If you don't see anything, the computer may have a defective hard drive, so return it and you will get a new Mac free of charge