Because of your original comment about the Stick losing the WiFi connection, I fear it's the Roku itself, not the remote, that's the problem. Perhaps the USB receiver cable that @Tivoburkee mentioned. Since it's brand new, I suggest returning it to where you bought it and get a replacement. Make sure you do a factory reset before returning it, so your personal info is removed from the device.
Unfortunately, sometimes electronic devices slip through quality control on the assembly line, or a defective part didn't actually break until the device was put into service. I had an Insignia Roku TV that broke the first day. Best Buy gave me a new one, and it's worked fine for more than 5 years.
Dan
Roku Community Streaming Expert
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