Since you are just starting out, I will add to what others have posted this: Make sure that bullet is well seated against the powder! The second and third shots and so on will get progressively harder, so you will have to damp patch the barrel or clean it every few shots, but make sure that bullet is seated.
If the bullet is against the powder you have a gun. If it does not seat and leaves an air gap, you have a pipe bomb.
Have fun!
Ben