+1 to pretty much all the sage advice. Just thought I'd add my .02 cents as a fellow n00b who completed his 3rd shave this morning.

I had what was probably the worst shave of my life the first time I tried this. My razor was purchased from SRD and honed by Lynn. The problem was a combination of bad technique, too much pressure, and a poor lather...not necessarily in that order.

Second shave (yesterday) was quite a bit better, but still left my skin moderately irritated, and my chin looked like I hadn't shaved at all. (It would probably also help if I actually listened and started with the cheeks instead of the whole face, but I'm impatient to a fault)

This morning something just clicked. I've obviously got a long road of learning ahead of me, but this 3rd shave was a completely different experience. I got my first real glimmer of what a decent straight razor shave can be.

I guess the main thrust of all this ridiculous babbling is to not lose heart, it will get better faster than you think.