This is a Ball bearing yoyo. Most of these type of yoyo play what is called unresponsive. They require a bind to get them back up to your hand. Most yoyos these days play like this. Hitman Pros are a really good yoyo once you get to know binding.
Like Skip and jhb8426 said, lube it up! IMO the Hitman Pro was a great choice and you will be able to learn all kinds of tricks with it both responsive or unresponsive.