Oh, yes, I remember thinking I'd made a HUGE mistake when I got my first LA. Keep in mind that, like anything, it WILL take practice. After all, musicians don't just buy an instrument and then be able to play Mozart sonatas - they have to start with scales and simple compositions.
The suggestions about drawing for practice, and moving your whole body are both good ones. The other thing to remember when following a pattern with a laser is you do NOT have to stay exactly on the line. The lines are there to be a road map. Some people will move very slowly trying to stay precisely on the line, and end up with jerky wobbly lines. Try instead to follow the general direction of the line - look to the next point, and strive to sew smoothly and evenly, rather than exactly.
Don't give up, one day everything will just click and you will be in heaven!