If you ever have a round that misfires or doesn’t sound/feel right…
First, keep the firearm pointed downrange in a safe direction and wait 30 seconds. This will help to rule out the possibility of a hang fire.
Then, open the action. If a round is ejected then it was most likely a bad primer. However, if anything other than a complete round (brass + bullet) is ejected, look at the barrel for obstructions. This will help to diagnose squib loads.
Hat tip to Eric over at Gunmart for the squib video.