Check the valve- if it's a presta valve and the nut is not tightened down, air can leak out.

If it's a schraeder valve, the pressure spring (or whatever it;s called) may be loose, even on a brand new tube. I always check them on every bike I build or repair. It's a little tiny detail but you'd be surprised at how often they are loose.

Or it could be any of the issues everyone else has mentioned:
- valve being cut by sharp edge at valve hole in rim
- rim tape not completely covering spoke holes or eyelets
- a bit of glass or wire or something in tire tread
- a spoke protuding beyond the nipple and/or beyond the spoke hole
- a plainly defective tube. It happens. They are cheap and made by the millions on a weekly basis.
- a pinched tube when installing with tire (tyre??)levers.

If the bike wasn't ridden at all and it's a new tire and tube, Mr Tuffy's would not be a concern. It would not have prevented a flat.