Did you press the s-pen button then double tap the sceen? That should bring up a compact s-memo you can immediately use to make quick notes.
Here are some s-pen gestures:
Button+swipe down = home
Button+swipe left = back
Button+swipe up = menu
Button+tap and hold on screen = screen shot
If anything, do a hard reset first prior to using it. That should hard wipe everything and set it to factory defaults. Some have experienced odd behaviour that a hard reset tends to fix later on. So, might as well get that out of the way as you don't have a built up extensive database yet on the Note.
Welcome to the club.
