Speaking of your new gun, as was mentioned, you need to determine if the gun is still loaded.
Some folks will load a rifle or pistol and then forget that it is loaded.
Selling one in this condition is more common than most folks realize.
To determine if the gun is still loaded, run the ramrod down the bore until it stops.
Use your thumb or a piece of masking tape to mark the depth on the rod.
Remove the rod and lay it along side of the barrel aligning your thumb or the tape with the face of the muzzle.
The lower end of the ramrod should be about 1/2-3/4 of an inch from the breech end of the barrel. In other words, it should be about even or just slightly ahead of the nipple.
If it is about 1 1/2-2 inches short of the far end of the barrel there is a good chance the barrel is still loaded.
If this is true, let us know before you try shooting the gun.
As for the stuck ramrod, yes, you can place 2-5 grains of black powder or Pyrodex under the nipple working it down into the little cross drilled hole that's in there.
Then replacing the nipple, cap it and point the gun in a safe direction.
Firing the small powder charge will usually blow the ramrod, jag and patch out.
After doing this you must clean the bore.
Dry patches will sometimes stick in the barrel because the patch gets wadded up on top of the jag and binds up.
The way to avoid this is to use patches that are not larger than 1 1/4 diameter and either lubricate the patch with water, alcohol or vegetable oil.
If a patched jag gets stuck, pour a small amount of water down the bore and let it sit for 5 minutes. Then push down on the rod slightly and then remove it.
To shoot your new gun, use a .490 diameter lead ball with a cotton or linen cloth patch that is about the size of the outside of the barrel.
Lubricate this patch with vegetable oil, a commercial patch lube or spit.
Your powder charge should be about 50-70 grains of black powder or one of the synthetic powders made for black powder guns.
Do not use the pellets as they have a habit of mis-firing and they cost a lot more than loose powder.
Have fun with your new gun.