Why isn't my delay pedal acting properly?

So i just bought a tc electronic nova delay pedal. I tried it out at the store and it sounds great! But now I'm at home trying to figure out why it isn't working properly. I'm playing out of a tube amp. Egnater Renegade. I tried all plug-in examples. Even the effects loop, which is what I want to use cause I use distortion & overdrive from my amp. And I plug it up correctly. But when I turn everything on, there's a lot of feedback, just the ehhhhh noise ya know? And there's no sound coming from my guitar, well there is, but I literally have to turn my amp all the way up just to here a little sound, and even then it's not loud AND my delay pedal is giving delay to the feedback and not my guitar. idk whats wrong? I'm using instrument cables. I don't have the short patch cables yet but I heard you can use regular patch cables. Someone help please? Let me know if i must provide more info.