A lots of new users having the trouble to load the filament in the proper way, and casued the filament not coming out of the nozzle.
First , Here is the instruction video of load and unload filament. Please make sure that you insert the filament succussfully into the extruder entry, there's a black ring on the top of the extruder, please press the ring and pull out the filament guide tube, and you can hold the filament and insert the filament fully into the extruder and feel the gear catches the filament.
Here is the detail instruction below of how to load the filament.
Here also the instruction video below of how to replace the filament.