It isn't like turning on the TV, there is some messing with it each time, that needs needs to be perfected. You get used to the things that can come up, with experience.
If there is a defect in the sealing surface of lid or keg, than bend it back into shape. Checking to make sure you have a good seal at each closing is a must. You should mist with a spray bottle to find gas leaks.
As Bobby stated, a liquid will absorb the CO2 pressure you put on it until saturated, so coming back later and finding no pressure isn't necessarily a bad thing, depending on what pressure and how long...
It is easier to return the sealing surface to normal, if slightly deformed, than to return the keg to the dealer... for most of us.
Make sure that the posts are tightened, as they can be screwed in, but not seated properly and leak slightly. They do not need to be torqued real tight to seal, though.