possible leak

Dont start out worrying, airguns are fun! Even fixing leaking airguns is fun and gives you a sense of doing something for yourself, and, I wouldnt think you have a problem.

Sometimes pre-charged airguns come charged sometimes not - seems most have some amount of air but I have received a marauder new that didnt and was fine-. It may depend on who/how shipped as ground freight may be THE way to ship vessels with pressure in them?

Relax, wait for pump ( hand pump right ? ) , enjoy figuring out connecting the hose(s) & such for pump & rifle . Could actually take a moment depending. Where's this extra "washer" go? Answer may be no where, fun huh! 

IF you purchased it with a 10 shots for $10 dollar kind of thing ( well ) I still wouldnt worry too much as if that's the case and it leaked a free return would be in order.
And Crosman has pretty much the best warranty service around

Do cock it and put the safety on before you try to fill it the first time, it can take a bit ti set the valve seat the first time after empty.

Keep us posted,
John