First of all congratulations! I am very new to the camera myself so I understand the joy of holding the thing in your hands and playing with it for the first time.
As to the shutter... if you simply opened up the back and closed it again everything you describe is perfectly normal. As someone suggested above, there is a trick to being able to "dry fire" the shutter. If you are not aware of it here is the procedure: with the back open rotate frame counter to just past "0", using your finger on the knurled top . While holding it in this position, close the back. That's it. And yes, it kinda takes three hands!
Sorry if you already knew that, and had done that before observing the problem - unfortunately if that is the case then your camera may have a real problem.