When you buy a Kindle book, you click on the Buy Now With 1-Click button. Right under that button is where you tell Amazon which device you want the book delivered to. It's a drop-down list with all of your devices listed. The first devices listed are your Kindles, listed alphabetically. My wife and I each have our own Kindles registered to the same account. Her Kindle is listed first and is the one that appears by default. When I'm buying a book, I have to click on the drop-down list and select my Kindle. If you have more than one Kindle, perhaps this is what happened in your case: you want the book delivered to a Kindle that doesn't appear as the default Send-To device.
As suggested earlier, check you Manage Your Kindle section of your Amazon account. Your book probably shows up there, and it's a simple matter to send it to the Kindle you want.