Carefully look at the manual for how to turn it on (though I think yours is straightforward, my Yamaha has two power switches, one which switches between on and standby, and the other that really turns it off, which means the other switch and remote cannot turn it on).
Also, try a different outlet for the receiver. You don't want to return a perfectly good receiver just because there is a problem with your outlet.
And yes, of course, it is always possible to get a DOA piece of equipment. Even from a company that makes equipment as reliable as Yamaha.