If your new Xiaomi 15 does not turn on, it can be due to the device entering an ultra battery-saver shutdown mode to prevent accidental power consumption during transit.
To resolve this issue, you can perform a forced restart by pressing and holding the power button along with both the volume up and volume down buttons simultaneously for 40 seconds. This action should trigger the phone to power on and function normally. After this, you can proceed with setting up the device as usual. If the issue persists, ensure that the device is sufficiently charged.