The new GFCI outlet is not working!
With GFCIs, the rule is "one step at a time". 

Disconnect the GFCI except for the ground wire.   Tape or cap the dangling wires.   OK, assuming you want the light not on the GFCI,  does the light work?

Now connect only the LINE side of the GFCI.   Does that work?  If it fails, how?   If it's just dead, it's a bum GFCI and go get a good one from a better store.  There's a reason electricians don't buy from big-box.  

Ok so it all works.  Now hang the remaining outlet(s) on the LOAD side of the GFCI.  Generally this means attaching exactly 2 wires from 1 cable.  If any problems arise, you know what it isn't.  

Watch your neutrals.