Actually, the link where the chain is joined is almost always stiff initially and has to be loosened. A link that's just a little stiff is easy to overlook and might not show up all the time.

You can probably fix this yourself. To find the stiff link just lean your bike against something, turn the pedals backward, and watch where the chain runs through the bottom derailleur pulley. Once you find the stiff link, flex it sideways a couple of times until it loosens up.