Despite removing and greasing it, my pedal still won't rotate - I can't figure out why
If it is a 10th ride on a new bike, I would take it to the bike shop. This might be some problem that is covered by the warranty.

Otherwise:
If you oiled the threads, it should not help much. Those threads just keep the pedal on the crank. There will also be other internal threads inside, but they keep the pedal together.
You have to disassemble the pedal, if it is at all possible, and inspect the bearings. Hopefully it will be enough to clean them and grease them. Better with a grease, not oil.
Penetrating oil, especially stuff like WD40, might get it released inside, but might also dissolve the grease.