A few suggestions:
1) Make sure your tools are sharp. If you THINK they might be sharp, sharpen them some more.
2) Scuff your pen tubes with 120 or 180 grit sandpaper before you add glue.
3) Make sure there is enough glue. Too much can always be removed. Too little causes the tubes to come free from the wood/resin/blank and then you can't work with them (at best), and sometimes you can even have the blank blow up (break into lots of pieces, not LITERALLY blow up) because of it.
4) Make sure your tools are sharp.
5) Get the Bill Baumbeck video; very informative. It goes into more depth than the PSI video (which is also a good thing to have)
6) Don't start with a slimline. I know the ads all say that the slimlines are the "easiest", but I STRONGLY disagree. The slimlines have less than 1/32" of wood if you turn them "bushing to bushing" straight. Start with a Cigar or other kit, where there's some more meat left. The kits are more expensive, but they are easier to turn, and you can always order inexpensive extra tubes.
7) Don't be embarrased if your first few blanks explode. I got a starter kit from PSI that included a ten-pack of pre-drilled 7mm rosewood blanks, and I only wound up with two or three pens from it.
8) Start with a harder, darker wood, like Cocobolo or Walnut (just beware that both of these can cause allergic reactions). Walnut turns like butter, and Cocobolo is pretty forgiving if your tools get a little dull.
9) Make sure your tools are sharp. You'll learn what the shavings look like when they get dull, but until you can recognize the difference, keep checking the tools periodically (after each 1/2 a pen or so, depending on the woods you're using)
10) If you've never turned before, start with the skew. Others will tell you it's a pain to master, but if you don't know the difference any way, you may as well start with it. A well-sharpened skew will give you a very nice finish on its own, and sets a good basis for sanding and finishing.
11) Take your time. Your first few pens should take you at LEAST 15-20 minutes, just for the "turning" phase. Most of us will tell you that we spend even more time sanding.
12) Leave a little extra wood/resin above the blank when you're turning; you can always sand away the excess later. It's much harder to replace once it is gone.
13) Clean the blank with DNA between each sanding grit.
14) If you do a BLO/CA or CA finish, don't be surprised if you have trouble the first few times. If doing this on an oily wood (Cocobolo, Rosewood, Olive, etc.), wipe with DNA before applying it.
15) Get some MicroMesh - it is one of the best investments you can make.
16) If you are confused by acronyms, see this page: http://www.penturners.org/forum/topic.asp?TOPIC_ID=4227
17) Post lots of pictures and ask lots of questions here!
Hmmmm...that should get you started.
Oh, and please read my signature block carefully!
Good luck!
]. Try doing the simple bushing to bushing style first. Once you mastered that, putting/adding curves will be easier.