Why do I get the message "You missed the Pokémon!"
That's normal, it is just the lowest possible result of attempting to capture a Pokémon.
While in later games wild Pokémon always get inside a Poké Ball and then shake 0, 1, 2, or 3 times before breaking out, in first generation games the worst result was not getting the Pokémon in a Poké Ball at all.