Wow, I hope you're joking. If you're not...
What you are hearing are the extractors "popping" as they attempt to kick out a spent SHOTGUN shell.
Get two fired shells of the appropriate gauge and insert them into the chambers. With the gun pointed in a safe direction, pull both triggers. This time, when you "break" the gun open, it should pull the hulls out a little and then "POP" they go flying over your shoulder. Because there is some resistance, the pop shouldn't be nearly as loud. If it is, take it back and have the salesperson explain whether or not it's normal. (It might really be broken)
BTW - what did you pay for this item if I might ask?