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You might possibly have a defective cartridge. That does happen sometimes.
Of course, you should think back, as to whether you touched the contacts on the cartridge, after removing the orange protective tape and at any time thereafter. That can ruin a cartridge - or at minimum, require that its contact be cleaned carefully. (Such a cleaning is done by removing the cartridge again, and touching up the contacts with a cotton swab moistened with rubbing alcohol... letting it dry for a little while on its side, several minutes is usually enough, then re-inserting it and seeing if it works.)
Sometimes, unfortunately, whether owing to aging, accumulated dust or other dirt, or static discharge transferred into the circuitry (which is why it is best to not wear woolen garments or a worsted sweater, when putting in and when taking out cartridges, since wool and sweaters accumulate static electricity)... sometimes, the printer itself ceases to work and recognize cartridges.
So, it is well to try another cartridge, try cleaning the cartridge contacts first though if you care to, and give the printer a rest-reset in case it got 'zapped' with static electricity and might recover. For particular instructions, let me know which of these you would like to try (except for trying a second new cartridge of course, which needs no instructions from me.)