The thermostat operates between 20-30 VAC, "supplied" to the R/RC terminals and "returning" through the C terminal. A C wire, connected to C on the equipment, is required for the thermostat to power itself.
Verify the furnace / air handler door is closed, the power switch is on, and the breakers are on.
Confirm you have a C wire in the C terminal. If your previous thermostat did not use a C wire, it's unlikely that it is connected at the equipment. Verify the C wire is connected to the C terminal in your furnace or air handler.
Check your jumper loop. If you have a wire in the R terminal and no wire in the RC terminal, verify the jumper loop is inserted. If you have a wire in the R terminal and a wire in the Rc terminal, the jumper loop will be removed.
Advanced steps:Using a multimeter, measure the AC voltage between your R/ RC wire and your C wire. Your thermostat operates between 20-30VAC, any reading outside this range should be addressed by a Professional Contractor.