UPDATE:
I was preparing to send the phone back to the seller and Amazon was incredibly helpful. I would get a refund of the purchase price. That would still leave shipping and taxes.
The first person I dealt with on Firday and Saturday would only say that the phone was brand new and I would respond that brand new phones don't come with lock screens needing a PIN.
Monday a different person from the company contacted me and said that he was mystified. He's seen the pictures I'd sent at their request of the lock screen. He said he was sure the camera was brand new, the box had never been open, and he couldn't explain the lock screen.
He recommended I do a factory reset. I was doubtful but I did it. The factory reset led to the initial setup procedure which I followed and the phone is working fine now. The lock screen had not been set by a previous user and the gentleman from the company still doesn't know what happened.
I used the IMEI checker posted early and it showed the IMEI number as "clean".
So, I've got my phone, it's working fine, and I'm happy. I removed my emotional and negative seller feedback from the Amazon site.
I appreciate the helpful responses on this site. Thank you.