The EM0480s can suffer from several quality issues which result in never getting a fine enough grind through to not able to get course enough grind.
You may have such a problem, but it is also possible the grinder has not been assembled correctly.
First you should read the manual as a guide and disassemble then reassemble the grinder.
Take note of the arrows used to line up the upper burr, and remember the upper goes back in when the collar is in its most anti clockwise position.
There are plenty of posts about these problems so have a good read
If it still behaves with the same problem, its a dud, so take it back.