Hi
@Thiago C! Sorry to jump in here but I saw your diilema and I am hoping I can help.

You probably flooded your coil. I haven't had any problems with my recent Penguin coils (I use the .25s) lately. I use a higher VG blend juice. I found that when I drop juice into the juice chamber on a new coil I can tell immediately if it will need holes poked into it by how fast the juice draws down into the cotton. If it sits in the chamber and doesn't draw down within a few seconds, that's when I poke holes in the cotton. If the juice draws down quickly, I just fill the chamber about 3 times to ensure that the cotton is saturated, then I load the coil. If I have to poke holes in the cotton I fill the chamber 4 times and I make sure all of the juice has been sucked up by the cotton before I load it.
I have noticed that if I let my tank sit empty for any length of time, that coil is probably ruined. I don't know why that is, but it seems that when these coils become dry they stop wicking.
If you have juice in your Penguin, it is likely that your coil is not seated all the way. The coil should not stick out from the silicon housing at all. Not even a tiny bit. In fact, it should be just slightly indented. I had that problem with one of my replacement cartridges. I had to REALLY push the coil into it to get a seal and I had quite a bit of leakage into the mod before I figured it out, but I am still using the same mod many months later. It didn't damage the mod in the least!
I hope you find your way with your new Penguin very soon. It really is an amazing little mod! I still love mine and use it every single day.
One thing to remember- make sure you turn it off if you put it in your pocket. If it fires off, it WILL burn the coil and ruin it. It can also damage the tank (ask me how I know, lol!). I wish you the best with your new Penguin!