potty training part I

My mommies have introduced me to something called a potty. They say they are not actually trying to potty train me quite yet, but they are trying to introduce me to the concept. So they bought me the The First Years - 3-in-1 Toilet Training System. Not sure if we are going to keep it yet, even though when I sat down on it I did pee!!!! Because the pee didn't exactly go into the potty. Is that supposed to be part of the process?