The issue with your controller could be one of a few different issues.
Battery Tags
Firstly it could be that the tag for the controller's battery has not been removed which would mean the current from the battery is not able to flow. The left side of the left controller or the right side of the right controller can be removed by sliding it (with a little bit of force) towards the bottom of the controller. Check if there is a small white tag on one end of one of the batteries and if so, remove it.
Dead Batteries
If this is not the case, the issue could simply be that the batteries have run out. If you have two spare AA batteries available, you could try replacing the batteries.
Re-binding the Controller
If this still does not solve the issue, then you may need to bind the controller to the headset again. Follow the instructions below to un-bind and re-bind a controller.
1. Press the Settings button on Next World Agent.
2. Press the System Settings button.