One of the things that happens frequently when you purchase a new HA pair is that, while the units are identical hardware wise, one is a HA/High Availability SKU/part number that does not have the support or security services licenses. The box it comes in says "High Availability" but once you get it racked they are identical so sometimes hard to keep track of. So, make sure you start with the actual Primary unit, the one that is not the High Availability unit, and label them as such. Note that when you register the units in MySonicWall.com it will show you which is the "HA" unit. Also, make sure to browse to the primary unit in MySonicWall and associate the backup/HA unit to it so the backup unit inherits the licenses and services licensed on the primary unit once it phones' home to licensemanager.SonicWall.com.
Some additional Tips
1. Be sure you know which unit is the Primary and Backup/HA unit. The firewalls look identical however the HA unit (different part number and price) does not have licenses nor can you add licenses to it; it can only inherit licenses from the Primary unit it is paired with.
2. Register the Backup unit in the same MySonicWall account as the Primary then link the Backup unit to the Primary so it can inherit the Primary unit's licensing for the Primary unit's MySonicWall page.
4. You must add "Monitoring" (management) IPs to x0. These "monitoring" IPs are required on at least x0 so that the idle unit has an IP and therefore a path to the Internet via the Active unit to get signature updates, talk to MySonicWall (license manager), etc. Go to Manage | High Availability | Monitoring to do this. They also allows you to log into the Idle unit when needed but any interface can have Monitoring IPs for that; make sure to enable Allow Management on Primary/Secondary IPv4 Address on whatever interface you wish to administer the units from via a Monitoring IP. However, only a WAN interface participates in the firewall's routing table therefore you cannot get to the idle unit via its x0 Monitoring IP unless your Source IP is on same subnet.
If you do not use x0 (i.e. all you utilize are 10 Gbps SFP+ interfaces) then give x0 an IP (in Manage | Network | Interfaces page) and Monitoring IPs in a subnet not used on the network and connect the Primary Unit and Backup Unit x0 interfaces together via an Ethernet cable. This is because the firewall's HA feature will use x0 as a secondary heartbeat link in the event they cannot communicate via the configured HA Control Interface.
You can setup "Monitoring" IPs on all utilized interfaces including sub-interfaces/VLANs.
5.You also need to log into the Backup unit via its new monitoring IP and enter its registration code and then go to system >>> licensing and put in your MySonicWall credentials so it can sync its licensing. Do this after you have linked them in MySonicWall.
6.Use the Virtual Mac option: Go to Manage | High Availability | Base Setup |General | Select Enable Virtual MAC. This simply reduces ARP convergence time during a failover.
7.MGMT interfaces and HA: The ACTIVE unit will always listen on what is configured for the MGMT interface on the Manage | Network | Interfaces page | "IP Address (Primary)". Likewise, the IDLE unit will only respond to the "IP Address (Secondary)". If the "HA" / "Secondary" unit becomes ACTIVE due to a failover event it will respond to what is configured as the "IP Address (Primary)".
This follows different logic from the other interfaces where you have the 3 IP addresses: the single "virtual" IP that is configured on the interface at Manage | Network | Interfaces which is always the IP the ACTIVE unit responds to and then the 2 Monitoring IPs configured in Manage | High Availability | Monitoring | [interface edit] | "Primary IPv4 Address" and "Secondary IPv4 Address" where the "Primary IPv4 Address" always stays with the "Primary Unit" regardless whether it is active or idle and the "Secondary IPv4 Address" always stays with the "HA"/"Secondary" unit whether it is active or idle.
Also, like mentioned above for all the other Non-WAN zone interfaces, you cannot get to the IDLE unit via the MGMT "IP Address (Secondary)" unless you are coming from a machine on the same subnet.