In my experience, new necks often have at least one (usually more than one) fret that isn't fully seated. I just hammer them down with a small soft-faced hammer, and they stay down. It's not a difficult or complicated task, and it doesn't have to be dangerous. Make sure the neck is well supported. If the strings are on, loosen them and move them well out of the way before picking up the hammer. And keep your digits out of the way, too.