Not sure why HDMI wouldn't work for you, but double check that you used the right USB-C cable: there are two in the box, one marked with a lightning symbol is actually not thunderbolt-ready. I made a similar mistake, but the second plain white cable worked like a charm with a Macbook Air. Also make sure you plug the cable in the correct socket on the monitor side.
If none of this helps, can you tell me if your monitor works with any other video output at all?