The types of hardware different monitors use varies - it might very well just be that this particular monitor is quite a bit different than what you're used to.
Since you're using VGA and you say it's blurry, try looking for clock, phase, or sharpness settings in the hardware menu and adjusting them
As for the brightness, if you're unable to get that to a level you like with the hardware settings, software like flux (http://justgetflux.com/) might help you out
If you think it's defective it might be worth having it replaced
Not worth wrecking your eyes and getting a headache (literally) over