Don't jump to quick.
I just recently started teaching myself copperplate calligraphy. I got started while researching how to make pen holders (in calligraphy, the nib is also called the pen). I don't use the little brass tubes, I just push the steel collar into a hole (??1/4") in the wood.
When it comes to nibs, they are absolutely nothing like a fountain pen nib. Odds are, that by sanding the point, you have ruined the nib. Dip pens are not plated like fountain pen nibs, they are bare metal. They actually come with a coating on them, to keep them from rusting, which must be removed in order to get good ink flow. Also unlike fountain pen nibs, they where out, quite quickly. It varies by nib and use, but I have spoken to calligraphers that say they have had nibs wear out after to weeks of regular use (couple of hours a day). Thats why these nibs were origionally sold by the gross. They are sold individually now, and cost can vary.
There are literally hundreds of nib toes and styles, and thats just the pointed pens. I suspect the pen you recieved is more like the one pictured in the instructions, than the one on the web site. I can make out the name, Gillott, but not the number, which is what you need to identify the nib. Here is a link to a popular calligraphy supplier's pointed nib selection
Pointed Nibs, Pen Points, Principal, Nikko, Brause, Gillott, Hiro
Nibs come in all shapes, sizes, point widths and flexibility. The type of writting or drawing you want to do, determines the nib you use. I have some that are as sharp and stiff as a needle, and another that actually has a bent, flat point. When doing copperplate, the nib needs to be quite flexible, because the width of the line is altered by slightly varying the pressure.
Then you have the broad edge nibs. Theses are used to do the gothic stlyle writting that many people associate with calligraphy. You will see these often in Michaels, made by Speedball.
Ink and paper also have a huge effect on the way a pen works. Sometimes calligraphers will match paper, pen and ink together. Fountain pen ink is not the best choise for dip pens, generally to thin.
Writing with a dip pen is also much different, the angle of the pen to the paper is generally much lower. The position I am learning with my oblique holders, is palm down. So I am holding the pen in such a way, that my nuckles are pointed up. Definitely takes some getting used to.
When it comes to dip pen holders, the people that are going to be purchasing them, are not buying the nib. They are buying the holder to use with the nibs they have. Just like when I looked into fountain pens, when I started looking at dip pens, a whole new world opened up. I am by no means an expert, and I am just scratching the surface of the information out there.
I hope you don't let this experience turn you off. Get a hold of some decent nibs, check out a couple of youtube videos and have fun.