Make sure you have the correct model battery. All Connection/Connexion-series Tamagotchis require a CR2032. Don't use any other model battery that might fix.
Make sure the battery is in right-side-up. The side with the name stamped on it (Maxell, DuraCell, Sony, Toshiba, etc.) faces you, as you install it. If there is a small paper strip across one side of the battery, remove it before you install the battery.
If it still doesn't work, make sure the battery is not dead. (Usually the store that sells them has a battery tester.)