You can check to see if the card is fully seated with the Pci Ex tab fully locked down, and you can check the GPU power cables plugged into it to make sure they are seated fully, as well as your HDMI or DVI cable.
As for whether it's defective, you can also run it on something like Furmark to stress test it a bit, and also check the temps via something like GPU-Z or Afterburner. Also make sure the fan is ramping up speed when it's under heavy load.
Afterburner is one of the best tools to use to check that stuff because it has an onscreen readout you can check while playing (FPS, temps, percentage of GPU usage, etc).