Just a guess, the ejector spring is probably weak and/or crudded up and sticking in the slot in the receiver wall. They are pretty simple. If you don't know what that part is, take the bolt out, and it will be the little v-shaped thingy that falls out of the receiver. To remove bolt, take out the screw that the lever pivots on. You will only have 4 parts out of the gun at that point, the bolt, lever, the pivot screw, and the ejector spring.
Clean, replace, if that doens't work then get another one (Brownell's, Numrich, Marlin, etc.).
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