Well, how does it shoot? That is odd, but the main thing is that the barrel be in line with the sights, or receiver if scoped. I'd suggest calling Pyramid and if unhappy with it based on the odd look of it, send it back and get a replacement. These are fun little guns, reasonably priced, and can be quite accurate too with the right pellet, so your recommendation was sound, IMO.
Setup an indoor range. That's what low power air guns are good for, any weather, any time.
Flex If it breaks skin, even if not lethal, it could/will badly injure the tree rat.Better dead than crippled or slowly dying.The 60 or 61 is a great rifle.Depends on what your use is, if it fits, get it.I have two of the single shot 60s.