Read the instruction for your die set carefully and they will tell you about the collet nut that holds the decapping pin in place.
The idea is that rather than breaking or bending the pin, you will push it up in the collet. Then you can see what the problem is and reset the pin.
When the dies are brandy new, they will often have a little residual oil on them form the manufacturing processes and the pin may slip in the collet when it shouldn't.
Rather than over-tightening the collet nut and stripping the threads on the collet, completely remove the collet nut and decapping pin and wipe them down with a solvent like mineral spirits (aka. paint thinner). Then dry them off completely.
At this point, I use a trick an old machinist taught me. Any collet will grip a lot tighter if ther is a uniform coating, just dust thin, of something gritty (like clay dust) on it. So I take the top end of the decapping pin and swish it in either a bag of cat litter or speedy dry, and then reassemble. This will give the collet a good tight grip on the pin, without tightening it untill your eyes pop.