2001 GMC Yukon XL, My truck wont start

What is your question?

My blue light is blinking on my dashboard, my alarm goes off everytime i open my door, I have replace my old battery with a brand new one, the mechanic said it was a security system failure, and I dont know how to fix that so please give me as much feedback about this as possible and its still wont crank....Whats wrong with my truck