Received PicoMax, but no image

I just received my projector a couple of days ago and was excited to set it up. But unfortunately after pressing the power button only the fan activates (quite loud) but there is no image coming up.

Could it be a user error? Or might the lightbulb be defect?

Any ideas how to handle this problem?

Would be so sad to have received a defect projector and exchange after having waited so long.

Thank you so much for any advice, Kolja

Please see this thread for troubleshooting instructions: Troubleshooting: Projector won't power on / no picture display / shuts down soon after starting