Hello, Katie -
I hope you have the instructions / user's manual for the spa and the sales or gift receipt for it. Since the spa is new, I would expect it to be covered by warranty. I would check the instructions / user's manual to see what it states about the spa not working and returning it.
Interestingly enough, I went to the Revlon website,
to try to find information on the paraffin wax spa, but nothing even close to it is listed as a Revlon product.
This is the link to the Revlon Contact Us page:
You can fill in the form there to send an email about the spa to Revlon.
I suspect Revlon stopped making paraffin wax spas some time ago. Do you recall where you purchased the spa, or, if it was a gift, where it was purchased? If it was a gift, can you contact the person who gave it to you and find out where it was purchased and provide you with a purchase receipt or offer to return the spa for a refund?
If you cannot obtain any redress from the business from which the spa was purchased, you may just be out of luck and have to send the machine to electronics recycling.