I presume you got the manual. Read it. If not, you can download it here: http://www.taurususa.com/pdf/pt-22-25.pdf From what I've heard, they are a bit sensitive about feeding "longer" cartridges. Per the book, only use "standard and high velocity" ammo.
Other than that, ensure that it is cleaned. Taurus is known to really pack new units in a lot of packing grease. Don't forget the fireing pin hole and the magazines.
Have fun.