I think my sensor is bad right out of the box. Ugh. It looks like it's full lean at the moment and it doesn't even warm up or go full lean. It just pretty much starts there.

 

Get a gas/butane cigarette lighter and puf some unburnt gas from the end of it into the tip of your O2 sensor, you should see it go rich, and then if you blow on the sensor it should return to lean.

 

So just an update. I was futzing with the car yesterday and tried to take the sensor out so I could exchange it. Didn't have enough time so just left it. Turn on the car and it started working. Turned it on this morning and it was doing the same thing. So weird. And now my windows won't go down, I don't know if the two are related though.