If it was a cheap tree, it might be wired in such a way that any bulb biting the dust will take out the entire string. You might need to try replacing every bulb in the dark string until you find the bad one...

Take it back. Pre-lit tree is a simple way of ensuring recurring revenues. You know it is going to fail.

Yes it was a cheap tree for sure. There's a few strings within the tree and it's the string at the top.

None of the bulb filaments are visibly damaged. Could there still be a faulty bulb?

Is the tree assembled as one piece or in multiple parts? I have a two part pre-lit tree, the top section occasionally goes out if it gets rotated a little too far. The top and bottom have a connector in the pole, lifting the top section a little bit and reseating it fixes the problem.

While you may have already decorated the tree you may not be able to get it replaced if you wait until after the season is over. Then you will have a faulty tree to deal with next year if you can't find a fix. It's annoying but you probably have a limited window you can return the tree for a replacement.

If you are able to exchange it, consider a tree with LED bulbs. Incandescent lights are dinosaurs; they generate a lot of heat, use a ton of power and, as you have experienced, if one goes out it can take out the entire string. While you may not get away from the one light taking down the entire string issue (still a thing) they are far less likely to fail than the old glass incandescent bulbs.

It's a bad bulb or one that's not seated properly. You can go through each bulb to make sure they're seated properly or if you have a contact less ac voltage detector you can use that to try to trace the current through the strand of bulbs.

Try swapping lights from the blown section into the working section of the tree. If the previously working section starts working again then you know the bulb was OK. Continue swapping out each bulb in the blown section until you have found the one that doesn't work or the entire string has been tested. If you make it all the way through the blown section and every light tested in the working section are OK then it is a wiring issue that you will not be able to fix easily.

I dunno... my exs mom has a REALLY old one (as least 20 years) and all the lights work on it

The bulbs are probably fine and taking them out and putting them all back in will likely make things worse. Look for a Light keeper repair gun at the hardware store (Home Depot has them in the US) and follow its instructions to the letter. Make sure you get the right type for incandescent or LED per what you've got.

Probably more than one. When one of the "If one bulb blows, the rest stay on!" strings has one blow, yes, the rest of the string stays on, but it's the first domino that has fallen.

Let's say there are 50 lights in that string. That string is designed to hold X amount of current, which is divided evenly among 50 bulbs. When one blows, there's still the same amount of current going through the circuit, but it's now running through 49 filaments instead of 50. There's a small incremental increase going to each bulb. This puts higher strain on the weaker filaments in the string, and pretty soon another blows. Now you're putting 50 bulbs worth of current through 48. And then 47, 46, 45 until the entire string blows.

I've actually gone through about 1/3 of an old tree that we had replacing entire branches worth of bulbs. Take a look around that entire section that is out. If you notice more than one bulb with the telltale black film on the inside, you're probably looking at replacing every bulb in that section.