Before you can start making marks, ink needs to be flowing smoothly through the tip. Hold the pen as you would any writing instrument and press it down on a hard surface like a piece of scrap paper.
Press two or three times until you see ink start to come through the tip. Continue to press until the whole tip is saturated with ink. Try making some practice strokes on the scrap paper. If you are not getting a smooth line, keep pressing the tip until you get it.
Larger tips will let more ink through than the smaller ones. The smaller 1.5mm and 2mm tips can take a minute or two to get going. Be patient! You are learning to use a new tool. After you've done this a couple of times, you will be really good at it.