Could be one of two things: the lighter is clogged or you didn't get much fuel in.
Try refueling again, if that doesn't work- return it to where you bought it.
I have no idea how to unclog a lighter, but I am surprised it came with any fuel in it. Did you buy it in person or order it from someone who would ship it to you.
Lighters are shipped without fuel (or are supposed to be) and UPS will not handle shipments of butane. By any chance did you buy it at CI on sale for just under $10 or CBID ?
Not necessarily, lighters are a crap shoot. I even have a Xikar that I can't seem to get working.