I finally got my hands on the Galaxy Note 5 and while unboxing it, I was testing out the S-Pen which got stuck.
Now, this is probably possible to fix by disassembling (which I should have a video of) but for right now, I am stuck with a brand, new phone that has a serious flaw.
In previous Note series, the S-Pen cannot be inserted the wrong way as the head of the S-Pen is too big but with the Note 5, this is going to cause a lot of problems in the long run. I think it’s easy to put the S-Pen backwards if you are not careful to put it in the correct way. For example, maybe you accidentally put it in backwards in a dark room for whatever reason.
If this happens to you, take it back to Samsung or the store you bought it from and they should replace it free of charge. I would hold off on buying a new Galaxy Note 5 until Samsung fixes this issue.
UPDATE: I was able to disassemble and fix the S-Pen detection sensor: