Welcome to the hobby. I've been doing this less than a year myself.
There isn't much to go on by your description for me to say what might be going on, other than this: propagation conditions have been, for the most part, horrible lately. I don't know what station you're trying to pick up, but that's surely a factor.
The thing about shortwave listening is that it depends entirely on the ionosphere, which is in a constant state of flux due to various factors. For one thing we're just about at the minimum point of the current sunspot cycle (sunspots play a huge role in propagation). For another, we've been getting a lot of direct blasts of solar wind which wreaks a lot of havoc on the ionosphere.
But even under ideal conditions things are never stable, and it's known that the frequencies over 10 MHz (10000 kHz) are best during the day, and those under are better at night (that's a very rough dividing line BTW).
Probably the best thing for you to check to see how well your radio works are the time signals from WWV (Fort Collins, CO) and it's sister station WWVH (Hawaii) which share frequencies at 2500, 5000, 10000, and 150000 kHz, and WWV also has one at 20000, and CHU Canada (although that one reportedly has a hard time reaching the west coast, but that's at 3330, 7850, and 14670 kHz). These stations run 24/7, unlike most shortwave broadcasters who are always changing frequencies as they try to take advantage of propagation. Check for these time signals at different times of day. If you're getting them, your unit is fine.
I don't own the PL-380. But I do own another Tecsun model, the PL-600. It's a good unit but not the best in its class, and with these less expensive models, sensitivity to weak signals tends to be an issue. Yours should have come with a plug in wire antenna. Using it makes a difference. Getting some electric wire, hanging that up, and using an alligator clip to attach it to the built in antenna helps too, but household RF noise can be an issue. If you can get it up outside, do that, but watch that you don't place it anywhere near power lines. You have to assume that some day something will blow down the lines and come into contact with your wire. Safety first.
Hope this helps. This is a good forum. If you're on Facebook there are a lot of shortwave listening groups you can check out, and I'm sure there are others on places like Reddit and Yahoo groups (but I don't speak from experience there).
Here's a good resource for knowing what's on the air right now:
http://www.short-wave.info/index.php