It is hard to know where to begin to answer your question as it is your first shave. If you haven't already done so, read https://shavelibrary.com/w/Category:Beginners, from our library section. There may be some hints in there.

If you are using the razor and it has a factory edge, it may not be shave ready. That means it may be necessary to send it out to be honed properly.

Have you used a brush and shaving soap before? It takes a bit to learn how to make a good lather which will help smooth out your shave. Next is shaving technique which means are you using and maintaining the correct angle on the blade and applying next to no pressure?

There are just so many things that could cause, pulling especially on a first shave, that it may take a bit to sort out and track down.

Bob