Question :

After the initial setup, device doesn't connect to the data network.

Answer :

Depending on surrounding environment and network conditions, data network connection may not be established.

Please activate a SIM card once via SIM card manager.

Then device will connect to network properly.  

<How to activate the SIM card via SIM card manager>

From Apps screen, tap Settings > Connections > SIM card manager > Check the recognition status of your current SIM card