When i pull the cocking handle back to put a primer in ,it stays back. Is it supposed to stay back and fire in that position or am I doing something wrong.
That is an open breech design, so yes you have to pull it back to the locked position to cock the hammer. Once you place the 209 primer it is ready to fire. Carry it that way with the safety on. As for your worry about stuff getting in there, take a piece of handy wrap when you hunt and just cover that area with the handy wrap. It will shed the water, not allow snow in there, and you can shoot the rifle with a layer of that in place... There are actual breech covers you can purchase if you want. Or carry it with your hand over that area.. Actually there is little that will fall in there from the times I carried my Staghorn Magnum which is basically the same rifle.
It is a great rifle. I am sure it will shoot well.