Sometimes the NIC module on these appliances become unseated during shipping/transportation. Try applying firm pressure on the front of the module canister on both sides. Do not try to completely remove/reseat the module, just try press firmly on the front. You may or may not hear a click.
After you have done this, reboot the firewall. If it still comes up with the same message, there may be a faulty hardware component that needs to be replaced. Call Support for assistance with troubleshooting and/or RMA'ing the appliance.