Did you follow the instructions on the little paper sheet that came in the box? Of course not. Hardly anybody does. We’re just so excited to get this shiny new thing into place we don’t even SEE the sheet. Or we think it’s just going to be pages and pages of obvious cautions like “Don’t stick your tongue into the slicer.”
You need to “bench bleed” the master cylinder. They don’t tell you why. The Why is that many master cylinders end up mounted at a slight angle, and since air bubbles rise to the highest point, you often can’t bleed out all the air once the master cylinder is mounted. If you’ve already mounted it, you can “bench bleed” it in place by jacking up the front or rear of the vehicle until the master cylinder is level.
The problem might also be that you have a LOT of air in the lines, which will happen if you let a brake line sit unhooked for a while and the whole line bled out. The only cure for this is to get the big oversize bottle of brake fluid and TWO helpers, one to keep the master cylinder reservoir filled up, anther to push the brake pedal, and you at the bleed valve, tightening, saying “push”, opening it slightly, watching the clear tube for fluid and bubbles, then tightening it, and saying “UP” over and over, at each wheel in succession until you consistently get solid fluid and the person at the pedal reports a firm pedal.
Do NOT use one of those “one person” brake bleeding devices, the ones with a check-valve. They don’t work very well, quite often air bubbles will sneak back in through the bled screw threads. Even after you try to block that path by putting some goop on the threads. Tried it, failed. You need the two friends.
There can also be hard to remove air bubbles in the ABS manifold, sometimes you have to loosen a brake line at the manifold and put a shop rag around it and bleed from there.