yeah, you should never buy anything online, because it could have ... label but it could just as well be ...
You can't just say 100% no to buying things online. Buying things from Amazon, Newegg and all the other good sites are fine and of course it's all real people behind the scene getting the products out to you, they could've made an error just like at any retail store that you physically walk into.
You just have to be careful and check that everything is all good at your end, is all. And yeah, since Newegg sold you the product, and it's having a problem, they should be able to tell you either what's wrong with it, or direct you to the places where you can get help (or potentially get help)