It should squish down a little to give you some what of an area to lay on, it shouldn't be completely round when your on it. If it is, your going to have a problem when you start to exercise on it. But it shouldn't be like an air matress where you actually have it coming up around you. I guess the best way would be to look at a Cathe video or a picture with Cathe and the group on theirs, different people make it look different. Basically if you sit on it, it should be indented where your butt is, by an inch or so.
Second thing check the size of the ball. This very important, as a lot of time, they look full until you measure them and then realize it needs another 10 cm for it to be the correct size, and it already feels like you pumped that pump forever. I know it's annoying to measure, but it's the only way you know for sure if you got enough air in it. Roll it up to a wall, put a straight stick on the top of it make a mark on the wall, and then take a tape measure and see how tall your ball is. Most of the directions tell you how many inches the top of the ball should be from the floor.
Kit