Great advice from Danny and Joey already. I will add that I seem to get a better glue-up when using epoxy versus CA. There is a lot of debate on the forum, and people have their reasons to prefer either, but to me the epoxy gives me more time to work and get the glue spread evenly on the tube.
Another trick that isn't obvious is to put a little thin CA on the blank before you get it down to size. I do this whenever I am using wood that is cracked or seems brittle.
The thin CA will stabilize the weakness in the wood and keep it from blowing apart as you are turning.
Keep at it, you will pick up on plenty more tricks as you go. You have some really nice pens there already!