Short version: I didn't adjust the bullet seating die from the "factory default" setting.
Longer version: Well, it was a pretty simple mistake. I set up the the Lee Turret I got for Christmas (thanks mom!) and was putting the dies in so I could finally give this a go. I followed the instructions to install the decapping/sizing die, the expander/charging die, and the bullet seating die. When I got to the factory crimp die, it said to adjust it with a loaded round, so I decided that was as good of a time to try to load that first round as any. I popped the case into the shell holder and did the first pull. Seemed to go easy enough and the primer popped out as expected. I actuated the safety prime and seated the primer. I inspected the case and decided that went well enough, so I went to the charging step. That seems to go OK. I weighed the charge and it seemed the auto-disk was throwing the right charge, so I put the case back, charged it again (I'd discarded the first charge, mainly because I spilled it reaching for the reloading manual to double check the volumetric info for the weight) and let the turret spin to the bullet seating die. I placed the bullet on the case mouth, pulled the lever gently, the round slid effortlessly into the die and when I lowered it the case, I had that gem staring back at me. The instructions had said to adjust the die to the proper seating, but I wasn't sure how to do that without trying it first. Little did I know that the die came from the Lee factory in the "All the way screwed down that you can seat the bullt directly on the primer" position. Between a combination of not being familiar with the dies and not knowing the "feel" of the press, I managed to smash the bullet right into the case like that without realizing what was happening.
Afterwards, I did something similar to what gunman42782 suggested and used a guinea pig case and bullet to go back and adjust the expander die and the bullet seating die to a more happy place. It still could use a little fine tuning, but I figure that'll come as I get more familiar with the equipment and the process. I decided to save adjusting the factory crimp die for another day.
But, the primer looks nice!
Yes it does. If you look at it straight on from the back and cross your eyes a little so the bulge blurs out, it looks like a damn near perfect round.