There could be a few issues here. Start from easiest and go to hardest to fix. Bleed your slave cylinder, have someone check and make sure the clutch fork is pivoting properly. Did you orientate the throw out bearing properly?
Did you have trouble getting the engine mated to the trans? If you forced it you could've damaged the input shaft splines or the splines on the clutch itself.
You also could've installed the clutch disc backwards, which is difficult but possible and would also cause this issue.
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