Sounds like it might possibly be that the anti-calc filter is blocking the water flow, or the water tank not popped in fully. Try taking the water tank out again and putting it back in and see if that helps. Also take off the filter and put it back on. The steam that you got might have just been residual steam in the steam line.
I think someone had the issue in a previous thread as per the above, and it turned out to be an easy fix from memory.
Happy for anyone else to jump in with other thoughts...