I just got a new Squier guitar. This is my first guitar. When I plugged it into the amp, no sound from the guitar came. Just static noises. What is happening??
It's a process of elimination (or illumination - throwing light on the problem...) by checking each item on its own.
Unfortuntely, substitution is needed for this. But we can start with the amp. Is there a noise when it's first turned on? Can a hiss be heard with nothing plugged in, and the volume(s) turned up?
Next the lead - usual suspect. When amp. is on, and volume half up, plug in said lead, and touch the end of the jack plug at the guitar end. If the amp. buzzes, there's a signal so far. If not, wiggle each end of the cable (lead) while touching to check for a loose connection - usually in the plug, and often a few inches along the wire in older leads.
Next, the guitar. Best check is to try it, with both its own lead, and another, into a different amp. And obviously make sure the volume is up, and try all 3 pups. That's maybe not so easy, although if there's a friendly music shop close, asking for use of an amp. for a few minutes won't offend.
Bottom line, as suggested, is to return the whole caboodle and ask for a refund, rather than a replacement. That way, you can take yourself off to a shop, or someone selling a pre-loved guitar/amp etc., and satisfy yourself that what you want is working. You also have the option of trying out several other instruments in a shop, and may be surprised when you decide what you originally had wasn't the best for you anyway.
The most common problem is not paying attention as to which jack you are plugging into. make sure it is the "INPUT". Most amplifiers have several 1/4" jacks. Only one or two are inputs, some have low and high level inputs, the rest are effects loop, headphone out, Media device input, and such. Locations differ from amp to amp, so attention to detail is paramount.