1. On the Amazon website, go into "Your Account" and then select "Manage Your Kindle" and then on the left, "Manage Your Devices". Under "Registered Kindles", is your new Kindle listed?
2. If it's not listed, click "Register a Kindle" (on the right) and put in the serial number of your Kindle which can be found on your Kindle under "settings" (in the menu) and then "device info". Once your Kindle is registered, you should be able to download the books you bought. To download, while still under "Manage Your Kindle", go to "All Items" and then where the books are listed, there should be an "Actions" button, under which you can select "Deliver to my..." - select that to send it to your Kindle. Or alternatively, from within your Kindle, just go to "Archived Items" and it should list the books you've bought, just select them to download.
3. If your Kindle IS listed/registered or if you added it and it still won't download any books, it's probably a problem with the connection to the internet. Under the registered Kindle, what does it say? For example, mine says "Robin's Kindle Touch". If it's 3G, it should say something like "Kindle Touch 3G".
4. If it says 3G, you should be connected to the internet as long as the ATT cellular signal is strong enough in your area. To check for 3G coverage, check out the map:
http://client0.cellmaps.com/viewer.html?cov=1
If you're not covered, I'm afraid you're kind of screwed unless you want to go through the wi-fi process which it sounds like you don't have the patience for but I will explain it a little bit anyway in the next step.
5. If it does not say 3G or you don't get a strong enough 3G signal, it means you have to connect by wi-fi, which is a local wireless network (not cellular) set up in your home or at a public location which provides it such as McDonalds or some bookstores or cafes. It basically means you can connect to the local network without having to physically plug into it. So for example, if you have a laptop which is not physically tethered to something for an internet connection, it's using wi-fi. Connecting to your wi-fi requires knowing what the name of and password for your network is and putting it into your Kindle's settings. If you have wi-fi and would like to attempt this, I may be able to help further.
6. Lastly, I would like to point out that Amazon has a 30 day return policy on Kindles so if you are set on giving up on it and never using it, you can get a refund if you return it soon. Additionally, they also offer refunds on ANY Kindle book for any reason within 7 days of purchase. So you can get your money back on those too if it hasn't been 7 days. However, if you would like to get your money's worth out of the books at least, you can use Kindle's Cloud Reader to read them. It means reading them at your computer but for the few books you bought, it might be worth it. You can access the Kindle Cloud Reader here at
https://read.amazon.com/
I hope some of that will help and make some sense - if not, you can always contact Kindle Customer Support and they may be able to help. It seems a shame to give up on it so easily when you haven't really done any troubleshooting yet.