I don't understand accuracy.

It's been the norm in my experience, especially with springers. It may have to do with barrel harmonics-I always just find the tightest shooting pellet and stay with it. I can remember the H&N pellets hitting one spot and JSBs an inch to the left. Sometimes different pellets of the same brand will shoot pretty close the same POI.

I get one pellet hitting dead on and then I shoot a different pellet and it's 4 inches to the right and up.



How can two pellets shoot so differently?



Does this mean I set my scope to shoot one pellet accurately and whenever I change pellets, I have to sight the scope all over again? Or am I doing something wrong?

Yes, you'll have to rezero when changing pellets-with my PCPs I even check zero when I open a fresh tin of pellets.
 
Yes, it means you likely need to set your scope for one pellet and sight in all over if you change to another. As stated above it is normal. Pellets are all different sizes and shapes even in the same caliber so they for the most part they shoot different. They also exit your gun at different speeds, spin rates and at various stages of the harmonic vibrations set up by your gun. It's the same with powder burners.
 
It is not just pellet guns that are like that. I have a .22 magnum that will shoot one brand dead on and another brand about a foot left or right, I forget which. Anything and everything affects accuracy. Pick a pellet that shoots good and stick with it. Save those other pellets for another gun that may just love them. Main thing, have fun.

Bob in WV
 
I had a similiar experiance recently, where a sudden flier would hit high to the left. I noticed a patern, when I shot a 16 shot mag, with 5 shot groups. Usually it happened on shot number 10 or so, and the next 5 would shoot fine. So in my case I believe the mag is a litle tight, or has some dent damaging pellet number 10, which make it spiraling hitting the same spot on target. So if you shoot with a mag, I would check if there is a patern repeating itself, and then check your mag and pellets by unloading them.
 
Yes, find the best pellet and work with that. In my experience over the past 2 years JSB's are the most consistent for me, from GTO's to KH all shoot the same latterly and I only adjust for height. I can't do this with any other brand pellets, H&N, Crosman, slugs and others can shift POI 1-2" in any direction.

Don't focus on POI shifts, focus on groups and tune for the ammo.