First time filing taxes in US

I moved to US on Dec 9th, 2024, and worked for 21 days and got a paycheck. I need to file tax for this one month for the year 2024. 

 

But I got taxed at the higher rate of 22% for my 21-day paycheck. I am looking for refund for as well. 

 

When my stock gets vested, 31% of the vested stock is withheld by company for the tax and remaining is getting vested to my broker account. But on the paycheck I can see that the entire stock vested amount is added and taxed.  How can I get refund for this part ?