Welcome to SRP! Many times an inadequately set bevel is the culprit. In his excellent video series Heavydutysg mentions that most razors sent to him by members who cannot get them up to speed lack a sufficient bevel. It is the foundation upon which the edge is built.

Here is a good read to start out with and here is the video section of the forum. Lynn's video and Heavyduty will help a great deal. As others have mentioned shaving technique and prep are all important as well.