While I'm still looking for my first pin, I can empathize with you on the "let down" feeling. Certainly there is an expectation in the hobby that there is the maintenance and troubleshooting work that contrasts with the enjoyment the pins offer; still there is going to be higher expectation for that first.
Most my experience (back in the day) is with EM machines - which are arguably far more finicky what with bad power regulation, more mechanics to get gummed up, etc. The newer systems have software, better designed and more resilient components, self tests, etc such that its even more important to interpret what is appearing normal along with what doesn't. It would seem to me that if a built in test is showing all OK, that may be as telling as the other symptoms. I don't know how deep the test are, but if the software is showing all OK, perhaps its more a "mechanical" problem (including the opto checks mentioned previously) not monitored or controlled by software.
At the end of the day, don't be discouraged. Assuming you were looking forward to playing as much under the field as on it, this just means you now get to "enjoy" that part of the experience, albeit sooner than expected. Stand on the shoulders of giants here and in your area for advice - and remember that any troubleshooting is a series of observations, tests, and divided and conquer.