A lot of people have noticed issues with their new Fuzes and the sounds and/or noises they hear through the earphones. Not to say that this is it, but it could be. The Fuzes come with a very tight headphone jack and the plug usually requires an extra little push to seat it completely within the socket when it is new.
Try pushing and twisting the plug at the same time to see if it will go any further into the jack. It may work; it may not. But it doesn’t cost anything to try.
If you hear no changes, then as suggested you may have gotten a bad one and should return it.
