Alright, I figured this thing out. Your first instinct might be to take this outside for a good Jai Haze style breaking, but...

I took mine out of the box and the 510 pin fell right out of the bottom along with what appears to be an insulator? Dafq?
The glass also doesn't sit totally flush, it pushes off to the side just slightly when tightened down. I also couldn't figure out how to fill it if the glass doesn't sit tight?

So the bottom pin might not have come correctly installed in your tank. It is supposed to go down inside the tank, so the insulator sits flush with the bottom of the tank and the pin hangs out the bottom where it is supposed to. It will make sense when you start to do it.

For filling the device,
After making sure the pin is in correctly, put the coil in and righten down the top.
If you keep spinning the top to loosen it, it will come off and expose a side-port for filling it with a small chubby gorilla style tip.

Hope this helps save some people from rage as well as maybe save the life of a few tanks...