I wish the manufacturers would put better owner manuals with their Long-Arm machines. I was quite frustrated when I first tried to use mine as well. Had no clue how to thread it, adjust the tension, etc. If not for the internet, I would have probably shipped it back. I'm far from an accomplished long-armer, but I can stipple the heck out of anything now!
I also discovered Project Linus and decided that this was a wonderful opportunity for me. Through donations, they put together pre-cut quilt kits and ask "blanketeers" to put them together and return them to be donated to children in crisis. Free projects for me to practice on, and the finished project goes to a very worthy charity. I've already completed 2 PL quilts and just picked up 3 more kits to make.