Hey Justin, your sore thumbs are exactly why the Germans designed the "Loading Tool". You might get one!!! It'll save your thumbs a bunch of discomfort!!!
You didn't tell us what Luger you have. The early ones didn't have a holdopen device. If you have one, it could be the button on the magazine didn't engage the lever to actuate it. It sounds like the spring is strong enough, from the sore thumb. To check the magazine function, remove the top section and insert an empty magazine. Observe the hold open to see if it actuates. If it doesn't try a different magazine.
If you didn't have any trouble firing the pistol, only chambering the first round, sounds like you were babying the toggle action. Pull it all the way back and let it snap closed.
Good Luck!!