If the canister were leaking (very unlikely anyway) it would be empty
by now. The connector end of the torch has a gasket inside. Check to
see that it is there and in good condition. Check the top of the
canister connector to make sure it’s smooth and has no dings in it.
The torch should thread easily onto the canister, and you should
tighten it securely (hand tight is good enough.)
If your inspection shows nothing obviously wrong, return it to the
hardware store, and ask that they assemble and light the replacement
before you take it home.
Al Balmer
Sun City, AZ