OK so I have an update. I went out to the range with an experienced shooter to help me sight in and shoot my 870 for the first time, for the slug barrel. I was able to shoot it OK, but had been having some trouble loading the second shell from the magazine with the snap caps I bought. Turns out that the gun has some defect, as the person helping me also could not get the second shell to load!
She suggested I take it back to Cabelas, which we did straight away. Well I was definitely in luck because not only was the manager willing to take back the defective gun rather than sending it out for repair (which would have caused me to miss my hunt) but there was another one in stock in the store!
So now I have my new replacement sitting in my gun cabinet.
Other than being defective in that one aspect, the first gun shot pretty well. I was a little intimidated to shoot a new gun for the first time but the person helping me was super patient and helpful, and spent about an hour and a half with me, on her own time on a beautiful day when she could have been doing something else. Sporting people are the best!