What Ohm coil are you using? A 0.3 Ohm coil is the lowest you can go. The other option is that you have a bad coil, or it's inserted wonky into the base.
Some coils are 0.28 or 0.27 Ohms, the Coolfire is an accurate mod, so it won't fire them below it's threshold of 0.3 Ohm.
If you are using the RBA deck, check to make sure your coil isn't touching the base and that the leads are not cross-shorting on the build deck.