Because it is new, you have to decide if you want to return it or try to fix it your self.
A simple check would be to put it on it back with the wheels up. Then with the track power leads touch a wheel on both sides of the rear truck. Have the power supply set at BB medium voltage. The unit should run with no hesitation and all the wheels turn at even speed. If one of the trucks wheels do not turn, that will act as a brake and the other truck wheels will spin trying to move the unit. This would indicate a drive shaft problem on that side of the motor. Let us know what you see.
Disappointing, but these things happen. Just be glad you got and easy return. There are some real nightmare stories about products that go bad without the company having adequate repair parts or replacements.
Hope the next one works well. I don't know which version you have, but I have a couple of the "Trainline" versions and I like them quite a bit. Nice smooth runners.
I've had to return even the premium brands for electrical or mechanical maladies... BLI, MTH, Genesis, Proto, and ScaleTrains, as well as my fair share of Athearn RTR and Walthers Mainline.
Funny thing though, I've never had to return a Bachmann or any old AHM's (go figure!).
And I've never had to return an Atlas.
I was in the Middletown area last year, and didn't think to look them up. In fact I figured they'd be long gone.
Good to know they're still around.
Maybe next time.
I spent a good part of my life between Amato's and Hull's Hobbies in New Haven.