Advice for 22 owners, this also works for other guns.
After you buy your 22 and take it home. Read the manual and then field strip, clean and lube it. Learn how to clean your gun, not just run a patch down the barrel.
Before you go shooting, pick up 4, 5 or more different brands/types of ammo. Try each brand and find the one YOUR gun likes best. Don't keep trying to get one brand to work because it's cheaper, your buddy or the guy at the store recommended it. If it doesn't work, jams, won't feed or group move on.
When you're shooting for the first time, use factory magazines. There are a ton of aftermarket mags out there to try later.
If you have a problem pay attention to what it is.
Is the safety off?
Is the mag fully seated in the gun?
Is the slide or bolt all the way forward?
Is the gun (chamber, bolt, slide) clean?
Is it a specific brand of ammo?
Is it a specific type of ammo (ie solids, hollow points)?
Is it one magazine or all of them?
Are the feed lips bent or damaged on the mag?
Are the spring and follower good in the mag?
Does it happen when the gun is in a different position?
Now if you have a problem it's easier to pinpoint and solve.

