A few contributors have already briefly mentioned proper beard preparation, and I want to encourage you in that area as well. Maybe you already understand this, but I am still within my first year of wet shaving and I am learning more and more how much of a difference good preparation makes. I would encourage you to experiment to see what works best for you. But for me some of the keys to a more comfortable, smooth shave have been keeping my face wet and the lather warm, re-wetting and re-lathering my whole face after shaving each zone (i.e. right cheek--left cheek--right neck--left neck), using a little pre-shave oil, and putting 4-5 drops of glycerin in the lather. There are other things that could be mentioned, but beard prep will go a long way in making the shave a more comfortable and satisfying experience.
One more thing I would add. Focusing on maintaining a very light touch for all passes--more than you would think--greatly reduces the amount of irritation you will experience.
Keep pressing on! It will get better and better. It is for me and I'm sure it will for you also.