This being the "Tactics and Training" forum, I suggest:
2) Tap, roll & rack.
3) Drive on.
When you're done shooting your string, and it's safe to do so, retrieve and inspect the misfired cartridge for a light primer strike. If the primer indentation appears normal, it's possible the primer anvil is off center (defective primer).
If it were me, I'd load it in a magazine and give it another go. Another misfire? Discard it in the defective cartridge bin. (Your range *should* have one. If not, ask the staff what you should do with it.)