About waiting to play with a new toy. A few years ago I got a Daisy 717 from PA (won a PA gift certificate in one of the Christmas drawings here). Just my luck that I came down with the flu a couple days before it got here. It sat in the unopened package staring at me for hours before I felt up to opening it up, lol. Dry fired it a couple of times and put it back in the box until I felt better.
Yeah, it might not be inside the gun, but it's better to be safe than sorry. Especially with a brand new one. And I agree with you about PA, great folks there. But if everything else on it looked good, good bluing/good looking wood, I'd be half tempted to call it mine and just go ahead and tear into it, lol.
Good luck! I hope you find that ball and that it's not inside the gun!
"You've come far, pilgrim."-------"Feels like far."
"Were it worth the trouble?"-----"Ah, what trouble?"