Amazon is a funny place in more ways than one. I have heard lots of complaints of products being sold as "new" only to find they were used and returned, then boxed up again and sold. Not sure if that was the case but it may be a possibility and explanation as to why you are experiencing that problem. Could have also been a factory defect or even damaged during the shipping process. Sort of hard to say but yea returning it would a good bet. I was fortunate enough to find a 1000FJ New in Box for $114 shipped. With the new Stradic FK model set to be released soon, the FJ will be discontinued and will start showing up for discounted prices.
I have had my first 2500FJ for about 2 or 3 years and absolutely love it. Reel is smooth, powerful, casts well, and has an incredible drag that doesn't slip or jerk.