I got my P-11 almost 2 years ago, brand new, but I did not shoot it for very long time...got it and put it on the side in my drawer.
 
Now I'm starting using it (2 sessions at the range so far) and I have a total or probably 150 rounds through it.
 
The first time it was a jamming nightmare all the way...FTE, FTF, you name it....at least 2 or 3 per magazine and with different ammo brands (Winchester JHP, Remington JHP, Remington FMJ and Magtech FMJ)
 
I did shoot only 115 gr. non +P.
 
Yesterday my second session was much better (after the first use I did a very meticulous cleaning), I had no jamming at all except for constant failure to go on battery loading a new magazine.....it did it with all of my 3 magazines (I have one 10 rounder and two 12 rounder)  no matter how many rounds were on it.....2 or 12 it did not matter.  
 
So basically I had to lightly nudge the slide at every new magazine, but, again, no jamming at all (2 ammo used, 115 gr. Magtech FMJ and 115 gr. Remington FMJ) even trying rapid firing.
 
Other issues are that the accuraty at 25 yards is pathetic (I realize that this is not a 25 yards gun but still I had problem getting it into the paper)
 
Finally, I have the feeling (maybe it's just me) that the slide is quite more sloppy than usual on the frame rail....if I shake the gun I can basically feel it....I disassembled the gun and the frame rails look fine...not chewing or anything.
 
The ejector (I believe part #115) is not very tight, it wobbles a bit and if you shake the pistol you can hear it "rattling" (either with a loaded magazine or not)...if I hold the ejector with my finger, the rattle disappear. The ejector pin is correctly in place I believe. I'm pretty sure that there was no such rattle before.
 
 
Any suggestions about these issues?? Is this normal or I have to contact Customer Service to have the pistol inspected??
 
Thank you very much in advance for your replies!!
 
Regards

Dominic why dont you send it back and lrt them tune it up for you it has a lifetime warranty. a littl ramp and throat polishing sounds like what ya need and Kel-tec will do it for free for ya, just bea while before ya get it back, and if you mention the poor frame fit they'll probably do a refit for ya also

Dominic, don't think your extractor should be loose. As much as it bugs me to sugest this I'm afraid I would send the gun back to KelTec and let them go through it. It will come back a much better gun than one can buy off the shelf.

Failure to load the first round from the magazine often has to do with technique. These are lightweight guns with lightweight slides, and they don't have a lot of inertia to push that round up the feed ramp on their own when hand cycled. You really need to "sling shot" the slide open and shut. You cannot pull it back, hold it there, and release, and always expect it to work. Rack the slide with authority. Also, many members recommend using grease on the slide rails and barrel lug instead of oil. http://goldenloki.com/gunsmith/keltec/lube.htm
 
Second, these are concealed carry-optimized pieces and not precision weapons. Some slop in the slide-frame fit is normal. A wobbly ejector (not extractor) is also normal.
 
You may not be very accurate if you are not used to the trigger. http://www.1bad69.com/keltec/accuracy.htm

Some of my ejectors move a little some don't.  If you call KT they will send you a new ejector, it is not difficult to install.  
 
The first round feed you can help by polishing the feed ramp and barrel chamber.  As already said sling shot the slide when loading the first round.  The slide stop is designed to be just that a slide stop not a slide release, it can be made to work as a slide release but the most reliable way to load the first round is to slingshot the slide.