Was this a used kit? One of the problems, besides a certain brand ammo that functions well, is that rimfires are not made to be dry fired. Since rimfire firing pins hit the edge of the cartridge, firing without a round in the chamber causes the firing pin to hit the chamber edge. Enough of this and you will have a small ding that doesn't allow a round to chamber or when fired and the round expands a little, the cartridge won't pull out of the chamber account that small ding holding on. I have taken some .22's and removed that ding allowing the gun to cycle properly. Check for that ding if it is used.