Assuming it was purchased at Walmart, you will be able to return it for an exchange. HOWEVER, if you don't have the receipt (physical or digital), you will need to have photo ID (like a driver's license) & will need to sign for the return / exchange per Walmart's Return Policy. The photo ID is mostly to limit abuse of the return policy. If you do not have the receipt NOR photo ID, you will not be able to process the return / exchange & NO MANAGER (even the store manager) will make an exception.
I would highly recommend going to the Customer Service Center desk INSTEAD of going directly to the Electronics Department for fastest service. If you do attempt to return the system in the Electronics Department, the electronics associate has to summon a member of management OR a customer service manager to process the return as required by the system (causing delays) & potential additional scrutiny with the return, since you're dealing with the associates that will be most familiar with the console (who may tell you that it's operating as normal). You will still have an electronics associate escort the replacement system to Customer Service for the exchange here (assuming they have one in stock), but they'll just treat it as any other transaction (as Customer Service Manager / Management has already cleared the exchange).