Chixfishing:
I would return it to the store, too. Likely the reason why it was returned. That gun should have been checked for proper function, before offering it for sale, again. Defective gun and careless customer service by Cabela's store staff. Plus shoddy quality control, at the factory.
If Cabela's won't take it back(That would be the end of my business with them)....and they should......or you still wish to keep that particular gun, here are some tips that may be useful.
First: a quick function check of the gun. Ensure the shotgun is unloaded. Place the safety on(if non-automatic). #### the shotgun. Close the action. Then, open the action just a crack. No more than that, otherwise the firing pins will start to retract back into the action. You should see both firing pins protruding from the action face. If not, several issues could be at play here.
The left hammer isn't cocking. Bent cocking rod is the usual suspect when that happens. Rod binding in its channel. Doesn't push the hammer all the way back so the sear can't engage in the full #### notch.
Possibly even the hammer binding on the stock. Not uncommon with inexpensive shotguns.
Can you hear both hammers cocking? Does it fire, but either a very light primer strike, or none at all? If so, the firing pin may either be broken, bent, oversized, or peened on its end, causing it to jam in the firing pin hole.
Could also be an issue with the bolt not engaging the locking lug firmly enough, or only partially. But usually happens intermittently. So may not be the case, if the left barrel won't fire at all.
Now the good news....any competent gunsmith can fix these problems, in short order. Most you can do yourself too, if reasonably handy with tools and familiar with how shotguns work.
As you said, you are not familiar with how guns work. So I would still advise returning it to Cabela's. At the very least, you will know how to spot possible defects with the next gun.
Al