Could simply be a broken connection caused by faulty hardware. In other words, the adapter came broken.
Before jumping the gun and making an angry phone call to Amazon customer service, rule out the other possible causes.
Is your TV on the right input? Do you have another device you can connect to the HDMI cable to verify the cable isn't broken in some way? It could also be your TV itself if you frequently plug/unplug things from it. Do you have a monitor or another TV with HDMI input you could test it on?