Vbaren15, I had exactly the same problem. This is going to sound real dumb. But I fell for it.
My P22 was my first-ever handgun about a year ago.
Check your safety. When on "S" the gun acts like it's doing everything it's supposed to do, except fire the round. It even clicks when you pull the trigger.
I had to call Walther and talk to a repairman there, to find out how to return it to them for repair. He had me check the safety.
After handing it to a friend to try firing it, he put the safety on...which I had never done.
I even had the series of misfires at first. I think it takes a while for the P22Q to break in. For a long while, it would only fire high speed cartridges...1255 or faster. After a LOT of rounds.....maybe 1000, it started shooting anything I put in it.