your bolt pulled back, will not load a round in chamber. there is a little flat piece of metal behind the trigger guard, that has to be pushed/pulled to get the bolt forward. the bolt does not lock back, on the last round. go you tube, or gun booklet.....dan
The bolt release is actually just in front of the trigger guard in the same area as the magazine release but a thin piece of metal. You have to push this thin piece of metal up & back IIRC towards the trigger to release the bolt while holding the bolt open as much as you can. You can feel the tension release on the thin metal piece when you pull the bolt back.
IGM: I used to have that problem when I first got my 10-22 because the bolt release lever or whatever it's called (as JimINTN provided) but because the rifle had a terrible trigger pull I got some parts from a on-line 10-22 source which fixed both problems as I disconnected that lever during the replacement of the parts I ordered.
Might just be some junk in there or a spring unhooked causing the bolt hold-open lever to stick in the up position. Should be easy to see what's causing it if you pull the trigger group out and look it over. It's one of the simplest .22's made.