Misfires in muzzleloaders are not that uncommon, but it can usually be remedied through several different things. One of the first things to check is how clean the area that the primer seats. If there is any buildup there, it will not allow the primer to seat correctly, and will sometimes cause it to not fire. Another thing is to make sure that you're cleaning that area with an alcohol based cleaner, and making sure that it is fully dry before priming. Since you were hunting, I doubt this was the issue. Another thing is to make sure that your primers are somewhat fresh. If they are a few years old, and have not been kept in a dry area, there is a good chance that some of them may not shoot.
What I would do, is shoot off 10 caps, and see how many do not fire. 1 out of 10 will sometimes not fire, but anything more than that and you either have a primer or gun issue. Usually it is the primers. I recommend keeping a speed loader handy, as it will definitely help if you ever have a primer not ignite in the future.
Good luck, and I hope you get it figured out soon!