Did you verify that you have power coming out of the outlet? Plug in a hairdryer or something to verify that the outlet has power. Some outlets are switched and don't have power until they are turned on.
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=== Update (06/10/2020) ===
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Did you try a different light bulb? Can we get a picture of the lamp?
Did you verify that you have power coming out of the outlet? Plug in a hairdryer or something to verify that the outlet has power. Some outlets are switched and don't have power until they are turned on.