It could be a couple of different things, check out this troubleshooting guide for help! Justin Bieber Concert Microphone

Match up the negative side of the battery with the negative side of battery slot (will be depicted with -) , and the positive side of the battery with the positive side of the battery slot (will be depicted with +).

The device isn't actually a "microphone", rather it plays Justin Bieber's hit songs for you to lip sync to!