Midge fan, suggest you check with the National Muzzleloading Rifle Association (www.nmlra.org) to find a black powder club in your area. Contact those people and you will get lots of hands on help sorting out the wonders and peculiarities of your new toy.
I have found traditional BP shooters to be a truly great group. We all go through learning curves, and experienced shooters will help you.
I may have missed it if it was already mentioned, but be sure your lock is clean and lubricated. I clean mine by removing from the rifle, soaking in plastic tub full of warm tap water and a few drops of dish detergent, then scrubbing with a retired toothbrush. After drying with Mrs. Fox hair dryer I lube the pivot and sliding points with a small amount of Break Free. Keep the oil off the face of the frizzen and out of the pan.
On several factory locks I have found there is too much friction in the frizzen pivot and between the spring and lug on the bottom of the frizzen. Get a spring vise, or find someone who has one and will help you, and dismantle these parts. Use fine emery paper to polish the screw, sides of the screw boss, inner sides of the wings on the lock plate, bottom of the lug, and top of the spring.
Tinkering with these things is at least half the fun.......
White Fox