Engine will not stay running

When you sat right away do you mean it starts fine but shuts off in less than 3 seconds or does it run a minute or so and shuts off? Is the security light on the dash on solid or flashing? Was anything done to the car recently like battery replacement or jumped due to a low battery? Check engine light on?
The description sounds like it could be security related but it's also possibly a fuel pump relay or pump itself. This shows a method to test the pump, but if it starts and runs for just a few seconds it is likely to be security related.

https://www.2carpros.com/articles/how-to-check-fuel-system-pressure-and-regulator