The shell stop is located on the right side of the receiver and is usually peened in toward the rear. Seldom is this is the reason for the type of failure your experiencing which is very rare, but it can happen. Also the shell stop could be bent or worn depending on if you bought the shotgun new or used. Either way, one of the three is why you are experiencing a a double feed. It is usually very easy to correct, as 870s are a very dependable shotguns as a general rule.
Field strip the piece, by taking the nut off the forend, and taking the barrel out. Then the magazine plug, and spring and follower. Then check to see if the shell stop is loose. It should not be AT ALL. If it is, it needs to be re-peened. If it is not, sometimes a slight adjustment with needle nose pliers is all that is necessary.
If you are not good at this sort of thing, take it to a smith. It should not cost more than a few dollars.