Which airport did you go to?Only the first yes,
I gave the officer my letter of acceptance and my POE letter, I even told him my purpose of travel, I told him that I went here to study.
What should I do?
Did you mark "visitor" on your customs form?
The first inspection is customs officer, not immigration. You didn't go to the secondary inspection which is the actual immigration officer.
It looks like the customs officer told you to go to another room for secondary inspection but you followed everyone else to go collect their baggages.