There could be a couple of things going on here, so I'll just throw out some suggestions.
When you try to connect, make sure both tamas are top-to-top, their infrared sections touching. (If they are too far apart, it won't work)
It's possible that one or both of them have low batteries, even though they are new. Who knows how long they were sitting in the store? (This probably isn't the case, but it is one thing that can cause a failed connection).
Maybe you don't have the connect sequence right? You probably do, but I'm going to lay it out step by step just so you have a check list.
1. Put both tamas on a flat surface, top-to-top, so that the transparent red panels are touching. (Yes, you can do it from further away, but this way you are SURE they are close enough!
)
2. On both tamas, go to the heart icon in the top right corner of the screen.
3. Using the A button, scroll down until you see "Ver. 4", and then use B to select it.
4. Use the A button on both tamas to go to VISIT, and press B.
5. Both tamas will now say "STAND BY". On ONE tama, press the B button. That is the tama that should leave its home egg and travel to the other tama.
6. If it says "FAIL", try pressing the B button again on one of the tamas, sometimes it takes a couple presses.
If you do all that, and you still have trouble, post again with more info, and we'll try to figure it out.
