Is the battery charged? Is it a removable battery and if so is it in correctly?
Take the new atty out of the tank. Then put it back together, just like you would from scratch. Make sure the base that the coil screw into is finger tight. (tight when turned with your fingers)
Did you prime the new coil with a couple drops of juice?
Turn the battery power off, and lightly jiggle the small round pin inside the top of the box. Just to make sure it did not get pushed down and stuck
Aside from that, take it back to the vape shop and get the salesperson to take a look. Make sure the battery is charged though, just so you don't end up feeling silly when you get there.