Does it heat?
OK, here's the deal: I don't know about that brand but similar bilge heaters contain a thermostat that kicks in and turns on the heater at about 40 degrees. If you just plug it in in Knoxville in October, it will just sit there waiting to be needed.
To test it, put it in the freezer for an hour or so. Take it out, plug it in and see if a light comes on or it starts putting out heat. If it does, fine, put it back in the bilge and use it as intended. If not, my guess is, it's defective but you could go online and see if you can find the manufacturer's contact information. Follow up with them.