Hi Adam,
Firstly congratulations on the new telescope. Secondly, in the interests of helping the device you purchased is actually a collimator and thus your scope is collimated
It might be useful to know what make and size the telescope is, but that wouldn't fundamentally affect its ability to focus - or shouldn't.
If you couldn't get it to focus at all that would be a simpler problem that would have an easy enough fix (your scope probably requires some extension tubes in front of the eyepiece. If it focusing on the moon, however, it should be reach focus on other objects too.
What eyepiece are you using and what else have you pointed the scope at? If the eyepiece is providing too high a magnification for perhaps a small scope you may just be not seeing a very large field of view and the view may be very dim.
Provide more details please and I'm sure help can be provided.