You can remove the mag right? With the mag out you should be able to shine a pen light up the mag well and see where the round is jammed. That will determine what you can do to free it. If you are at all unsure what to do when you see where the problem is, take it to a gunsmith. Most likely a thin pick will be able to free the round. Is the slide fully forward? If it is, then freeing the jam is unlikely to set off the round. On the XDM you must have the grip safety fully depressed to pull the slide back. You might have a risk of an accidental discharge, so doing this in a location where it is safe to have that discharge would be a good idea.
I do stress that if you are at all unsure what to do, take it to a gunsmith. It won't cost you probably more than 20 bucks to get it freed. After that, polish your feed ramp well. With certain ammo, my 1911 was having a glitch feeding and I noticed it the first time I racked it. The full mag fired fine, but I wasn't happy with what I felt when chambering that first round so I used some 0000 steel wool to polish the feed ramp really well and now I haven't had any strange feeling with that hollow point ammo.
Also, did you break it down, clean and oil it after the first shooting? You really need to do that the first 5-10 times out to the range with a new piece while you break it in.