Did you happen to get the drive cap with the point and the pipe? If you just start pounding the open pipe, you can damage it and not be able to attach the hand pump to it. If the pipe is threaded, you should be able to at least find a screw-on galvanized cap in the plumbing section of the hardware store that should work.
Driving well pipe with a sledge is hard work, especially if you don't have loose, sandy soil. You may find that you'll need to move it a couple of times if you hit rocks or really hard clay. Good luck!