As others have said, practice.
I honestly enjoy letting my hair grow for a week in the winter and then shaving it off. It's quite satisfying. I'd do it more in the summer but it gets hot and itchy.
Did you stretch your skin as taught as possible while shaving? That can make or break a shave. Also, how long did you let your lather sit on your face before shaving?
I find my beard prep works best if I whip up my lather, lather up for a minute or so and really work it in to my face, then go strop for a bit. Once the menthol (I have 3 different mentholated soaps/cremes that I rotate through) kicks in then I know it's sat long enough to penetrate the hair and I'm ready to go. It probably takes a good 2-3 minutes to get my beard ready but I do cold shaves 90% of the time so YMMV.
Also, strop that razor up. I bought my first razor from Larry and it seemed to shave better as my stropping technique improved.