With using your light pressure does the blade easily cut your beard hair? Try not applying the pre shave oil to one cheek but leave it on the other?

Also another confirmation that it takes many attempts to get a close shave with a straight razor but there is nothing else like it when you get there! Keep at it, you are learning a tradesmen skill so don't be so hard on your beginning steps. The more you do those little steps keeping it slow and steady the less likely you will cut yourself and the quicker you will learn when to move to the next step.