you didn't do anything wrong, other than not finishing the job. You have applied the felt in the right manner, but, for it to become water proof you HAVE to apply the shingles. 
Felt is very suseptible to leakage because of exposed fasteners. It will rip very easy in high winds, especially 15# felt. You have to use enough lath to hold it down good, which also puts more holes through the felt, which in turn causes more leaks.
It will only deter small amounts of rain from getting through, but if you are having good rain showers, it is going to get wet.
Once the shingles are applied, then it will be sealed. When the shingles are installed, none of your nails are open to the weather, they are covered by the next row of shingles, ensuring it is sealed.
Cover it with a tarp, until you can get the shingles installed. That will be your best option.
Sorry to be the bearer of bad news, but good luck on it!
(by the way, I was a custom home builder for years and have been through roofing before)