I think you're making the same mistake most of us have made...pressing on in the mistaken belief that it will get a you a smooth shave in one go....and that the firmer the pressure the closer the shave.....Thats just about impossible, well it is with my skin and old silver whiskers anyway...
DE shaving is all about bristle reduction...each pass making the stubble a little shorter, until smooth skin is achieved...You'll soon get the hang of it....it isn't rocket science..
SO..........As the other guys have said..lighter strokes...try for shorter strokes as well, not long sweeping ones, and try not to go over areas that doesn't have soap on, I know its tempting... the ..."I'll just get that little bit of stubble thats left"....Don't do it, wet the skin with a dab of soapy water on the finger tips first....
I would be inclined to try a sharper blade too...Gillette yellows spring to mind...they're my go to everyday blade,.. they may not suit you, but maybe worth a try.........
Are we confusing you?....when it all clicks into place....and it will... you'll love it, and never look back.......