Make sure the prime is actually charging. On the dock there should be a LED by the connector. On the tablet itself on the power button there is an LED. If its glowing it should mean its charging.
Press and hold the button for about 10-15 seconds, sometimes i gotta do that for my prime to have it actually boot. Give er a shot, maybe you werent holding the button down long enough.
If LED's are not lighting then maybe the charger is bad or the cable is broken. Was the box sealed or open? try to give us a little more to go on...
If what I said was remotely helpful the thanks button is right there, only takes a second.