Welcome to VT and congrats on your new eGo!! That's a great pv.
The eGo's come in a variety of choices these days, ... which kit did you purchase? (carts, cartos, reg, XL, etc).
If it's the original kit, it came with cartridges. They are called carts for short. When you opened your box there was what appeared to be a fully assembled eGo ready to puff. It's not ready. You'll need to remove the mouthpiece (cart) and open one of the new prefilled carts that came with your pkg. (5-10 depending on kit). Put that in and now you can puff away until the flavor or vapor subsides. Top off with eLiquid at least once an hour probably, depending on how much you vape and how well the wick wicks. Hope this helps. If not, just disregard.