A photo would be a big help.
If it's not a serpent or brittle star (fairly harty but virtually invisible as they stay under rocks most of the time) then there is a 50/50 chance you got a star that is either difficult to keep or almost impossible to keep. But without seeing yours, we can't help much. I hope you didn't pay much for it? If you did, I'd try to return it.
And consider this a newbie lesson learned; do
not buy any animal for your aquarium unless you
KNOW what it is and how to care for it. If you don't know those facts, don't buy it until you've been able to search the internet about it or ask about it here. And don't take what the person at the LFS says as the truth, unless it confirms what you already know!
Don't feel bad about this situation, it's a lesson we all learned somewhere near the beginning of our time in the hobby. Heck, some of us had to learn that lesson over and over and over until it finally sunk in! And even now, 15 years into the hobby, I set up a small 'holding' tank for stuff I collect at the beach or when I go snorkeling and I'm not sure what it is.
Last January I collected a critter that was just a bit bigger than a golf ball. It was gray/tan, leathery with some soft very short 'fur' and it had what looked like a 'nipple' about 1/2 to 3/4 of an inch long. I found it on a sandbar about 50' off the beach at low tide. So it was not in the water, but it was still wet. I brought it home and took a few photos and sent them to a marine biologist I know who works at the Bailey Mathews National Shell Museum on Sanibel Island (where I volunteer). She ID'd it as a sea cucumber and gave me a name to search. It's a filter feeder. I moved it to a 65g shallow reef tank I had and it buried itself in the sand and that was the last I saw of it until I tore the tank down to sell. I found it still alive and doing well. It's now in my 40g cube and once every month or two I do see it put it's 'tentacles' out above the sand.
Here it is as I collected it. BTW, I also collected a few porcelain crabs and a few pistol shrimp (also in the photo on the cucumber).
Here is a bad video of it in my tank 6 months later. The entire body is down in the sand and what you see here is just its mouth with all its tentacles sticking up out of the sand. It runs about 90 seconds and if you watch it all, you'll see it take one 'branch' at a time and put it in its mouth to clean off food it's collected. And the next branch to go in will be the one on the opposite side, over and over until it cleaned them all!