Mechanical senors like your temperature gauge are a a sealed pressure bulb (the sensor) hooked by a small tube to a Bourdon tube (the gauge). As heat builds up in the sensor the pressure goes up. This is transferred to the tube, which is somewhat "C" shaped, making the tube uncoil. The neddle is hooked to the coil and as the tube moves so does the needle. I'd send it back.

Six volt guy living in a twelve volt world