Stolen Package with Ipad Pro WiFi only
You are out of luck in terms of locking it out. If you had ordered it from a business or school registered with Apple Schoo Manager it would have been pre-associated with your organization, but as a regular consumer, with no Apple ID ever having been associated with the device, you have no ability to control or tack it.
However, I suspect that Apple will send you a new one and since you had no personal info on the device I would not invest much time into tracking it or locking it.