If you don't have some extra primer tubes (or extra plastic tips), get some and make sure you have some on hand
For whatever reason, some tips will feed real well and some just tend to hang up after a number of loads. I guess the plastic distorts and doesn't let the primers drop. This usually only happens after you've loaded a lot of rounds, and it doesn't sound like you're there yet.
As above...
there's an indexing notch on the plastic end on the tube. It should drop into place easily, and this points the slot in the tip towards the primer cup. If you force it, the tip isn't indexed correctly. The slot should point to the primer cup.
Edit to add....
The slide should come back far enough to pick up the primer when the handle is pushed forward. If you can pull the slide back manually while the handle is pushed forward, you need to work on the activating rod. If the slide won't pull back enough by hand, the set screw needs adjusted. You can watch the flat spring on the back on the primer assembly. The spring will flex when the primer slide pulls rearward and moves the pin out of the way so the new primer can drop into the primer cup.
I'd second the thing about keeping the slide clean. If you've had a powder spill, it can get into the slide and keep it from moving rearward enough to drop a primer.
When my press was brand new, it wouldn't drop the primers consistently. I didn't clean the primer slide (which probably would have helped a lot). I just cycled mine maybe a hundred or more times without primers or powder. You could see at first that the primer slide would hang up, then snap loose. After a few minutes of fast cycling, it loosened up and cycled fine.