As for the Yocan Regen indicator light issues, it's the common question for newbies.

If you have charged your device more than 1 hour, the indicator light will shuts off.
Due to once it fully charged, the indicator light will shuts off.

Try to click 5 times fire button in a row to turn it on.
If it working, it's OK. Or you have to contact the shop you bought it from.