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The key fobs are great...
There can be problems.
They take a CR2354 battery which is a 3V
lithium Panasonic battery...
May be available at Batteries Plus,
Amazon but beware they may be old and stale.
Also available at Digi-Key and Tesla...
Since it is a new Tesla - Warranty...
See your service center...
Schedule a service call - They are easily repaired or replaced by mobile service...
The key fobs must be paired with the car. This is a customer responsibility and is covered in the owners manual. There is a video at Meet Your Model X - Keys | Tesla. Completely different process as compared to earlier Model X (which requires service center engagement to set up the keys).
I heard that you have to take it apart and pull the black tab out of the center of the battery. Apparently the little pull tab rips and doesn’t actually take the strip out from under the battery unless you actually open it up. Pop the back off and give that a shot.