Tracker, I don't know about you, but the first time I fire a new gun, I squeeze the trigger to find the breaking point (the point at which the hammer drops and the gun fires). I was taking a long shot as well and wanted to test the accuracy at a distance. Same thing I've been doing with guns for the past 17 years. In any case, even after the first trigger pull, I pulled a couple more times with the same bullet in the chamber and nothing happened.
As for the ammo, like I said, the primer only had a mark on it, and unless the primers are made of iron, it should have had a dent. Using Speer Gold Dots would not have made any difference at all, IMO, unless they use thin aluminum primers. I would have used Speer, but in my excitement to shoot the thing, I did not spend the time finding a gun store who had it in stock, because, for whatever reason, the several I went to were sold out.
The reason for posting this was to get some feedback to see if anyone else had a similar problem or knew what was going on. People on this forum tend to be helpful, but you are clearly not one of them.
I realize that in a situation where I need the R9s, I won't be taking my time on accuracy and I will pull the trigger back quickly, but in any case, the fact that it didn't dent the primer after several pulls (one slow, the rest fast) is what concerns me. If it fails to fire once, how can I be sure it will fire when I need it. The simple fact is, a gun (especially a self defense pistol) should fire every time you pull the trigger, regardless of ammo.
Thank you MountainMan for your constructive feedback.