You expected shaving nirvana on the first run? You'll need a bit of patience. I told you the tools will not do it all for you.
Work on a slick lather; thick is not always best, it can be too dry and not slippery enough.
Forget ATG shaving til you know your razor. Forget shave quality, you're learning to shave for the first time without a blade that does it all for you.
Put technique ahead of results and you'll get there quicker. Try and get cue ball smooth in your first week and you'll end up with more of the same.
When I started I thought I was pretty handy, but my results were poor. I was 5 o'clock shadow by lunchtime for a few weeks. It was a couple of months before I was really happy with my technique. It's not hard, it won't take long, but you can't expect instant results.
Back off the pressure. Lots of newbs say they're using none, but they are. All you need is the weight of the razor on your face, and you find the right cutting angle. There's a difference between cutting and scraping and only a bit of experience will allow you to tell them apart. When you get efficient, you'll remove a lot more hair on the first pass. Most people will need at least two, one pass is rarely enough. Also, don't assume with the grain is always straight down, few people have beards that grow uniformly, you need to know the growth patterns and shave with the grain accordingly. That could be E-W in some spots.