New MacBook loses connection to the internet after sleeping

Check your Energy Savings settings. Normally when laptops go to sleep the WiFi is shut off to decrease battery drain. The trick is how fast it regains the connection when it wakes up.

From: https://support.apple.com/en-us/HT201714

What happens when the Mac goes to sleep (not just into idle mode or display sleep)?
On all Macs:

• The microprocessor goes into a low-power mode
• Video output is turned off, and a connected display may turn off or enter its own idle state
• Apple-supplied hard disks spin down; third-party hard disks may spin down

On portable Macs:

• The Ethernet port turns off, if applicable (see note below)
• Expansion card slots turn off
• The built-in modem, if present, turns off (see note below)
• An AirPort card, if present, turns off (see note below)
• The USB ports only responds to the power key on an external keyboard (see below)
• The optical media drive, if present, spins down
• Audio input and output turns off
• Keyboard illumination, if a feature of your portable computer, turns off

Note: Portable computers have no network connectivity when in sleep mode, but can wake if the Energy Saver option "Wake for network access" is enabled. If you wish to use file sharing or don't want to interrupt your Internet connection, you should not manually put the computer to sleep, and you should drag the "Computer sleep" slider to Never.

The warranty entitles you to complimentary phone support for the first 90 days of ownership.

If you bought the product in the U.S. directly from Apple (not from a reseller), you have 14 days from the date of delivery in which to exchange or return it for a refund. In other countries, the return policy may be different. If you bought from a reseller, its return policy applies.