Hello and welcome to the site!
As it seems you have already come to the conclusion to research before introducing something to your tank which is great. Most everyone here has made an impulse buy or took the word of their LFS only to find out that the purchase was totally wrong for them. Learn from that experience and apply it down the road and you avoid a lot of heartache in the end.
Anemones are difficult creatures to keep successfully. As others have said a mature tank is necessary and a year of establishment is the general rule. This time not only gives your tank time to settle in parameters but gives you as the keeper time to gain experience on maintaining your tank properly. Proper lighting is also a must to successfully keep anemones.
You gave no specifics of your water parameters or lighting which would be helpful in trying to assist you. I can say if the anemones mouth is gaping open that is definitely not a good sign and one of the hardest things, in my opinion, for the anemone to recover from since it is severely stressed. Since it is stressed I am not surprised it is staying deflated and they also tend to hide as well. You could try to take it back as has been suggested and maybe the LFS will take it back. If not just leave it be as long as it is staying attached and let it try and recover. Good luck!