Check Auto Cue is enabled. Make sure the CDJ is not in reverse mode, and that you're not in CD mode.
If needed, remove any USB drives and hard reset: switch the CDJ off at the back, hold down the USB Stop button, the Disc Eject button, and the power button together until you see a message that settings have been restored to factory defaults. Let go of all three, then switch the unit off and on again.
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