There's not much you can do with a defective new remote except return or replace it. Should be covered by warranty.
[Edit] Thought just hit me. Do you happen to have another Roku that uses a wifi-direct remote (i.e. one you don't have to point at the Roku)? You could re-pair that remote to the new Roku and get it set up that way. Once paired you could get by using the Roku App on a smart phone or tablet connected to the same net to control one or the other Roku.
Roku Streaming Stick +, 3810X, Ser YH0059427035, wifi - Samsung UN55ES6100
Roku Streaming Stick, 3600X, Ser 5S56D8240827, wifi - JVC EM37T