Hand quilting takes some getting used to...but you can do it! And you are correct, not tight in the frame/hoop. When I use a hoop, mine is generally quite loose. As to thimbles...it can be a challenge to find a style/fit that you like. I use a Thimblelady thimble. They are open topped, thus designed so that you are pushing with the pad of your finger, not the top. I find this far more comfortable. And I agree that a quilting thimble is far different than a sewing thimble. Generally with normal sewing you are not pushing through as many layers. Thus, for quilting a thimble with deep dimples really helps hold the needle in place while pushing through all the layers. Your needles and threads will make a difference as well. I use Roxanne betweens. Most people recommend starting with a larger needle (smaller size number) and then work up to using a smaller needle. I use size #11 or #12 (pretty tiny). Make sure you are using hand quilting thread. I also like to use Thread Heaven (vs. beeswax) as a conditioner. Seems to make the thread 'glide' a little better.
I use a round wooden hoop - about 14" I think - and just have it my lap. No stand, frame, etc. I don't think I could get comfortable having to sit quite upright working on a floor frame of any style. With the lap hoop, I can just lean back in my comfy chair, put my feet up and quilt away.
Try to only load 2-3 stitches on your needle till you really get the hang of the 'rocking'. I feel I tend to rock my fabric vs rocking the needle. Once you get used to the rhythm, you might feel comfortable loading more stitches onto your needle.