I had my front door replace, I got the right measurment and the door fit, but it was not deep enough. Now from the inside the edges of the door do not even out with the wall. Is there a way I can fix that?
You can either purchase jamb extensions or make them yourself from 1x lumber. Your exterior walls may be 2x6 construction and your door may be for 2x4 construction - which explains the situation your describe.
However, this is fairly common and an easy fix. Contact the supplier from where you bought the door and see if the jamb extensions are available or have someone "rip" a 1x to the correct dimension and fasten it to the jamb with glue and finishing nails. Then you can apply your interior casing (trim) to reduce drafts.
With out any pictures it is hard to tell, but my guess is you either got a door that is designed to be an interior door or your door opening is deeper then a standard door.
If you got an interior door you should strongly consider replacing it. The amount of energy you would loose from it not being well insulated would cost you more in the long run then it would be to pay to get it fixed now.
If you did get an exterior door, but your opening is just wider then normal, then you will either need to get creative with installation or find yourself a new door which might possibly be a custom door.
It won't be too difficult to be creative on the sides and top as you will just need to find some good looking wood that you can cut to fit and then paint to match the door. The tricky part will be on the bottom. If you end up with a gap between the flooring and the door you might consider placing a piece of metal that matches the bottom of your door. Or you can fill in the gap if you have extra of what ever flooring you had. Or you would just need to be creative to make it work.
Overall I would say, go get yourself the correct door.