How common for a bulb to be DOA? Repair options?

I bought the 750-bulb Twinkly Strings set from Costco this past weekend. Plugged them in and noticed one bulb isn't working. (There could be more, but I didn't see any other issues at first glance.) Is this common? I'm planning to exchange at Costco, but don't want to keep exchanging and exchanging if it's a common issue to have one or two be out. Would it be worth just trying to swap out the fuse?

Thanks!