Prism99 has given you great advice. For me, I don't think I use a 'rocking' motion with my hand but rather 'rock' the fabric. It really doesn't matter. Consistency with your stitches is what you are after. I've also seen it recommended to have a scrap quilt piece available to do a few stitches to get your rhythm going before jumping into your actual quilt each time you start up again.
As to thimbles. I highly recommend the Thimblelady thimbles. They are open-ended at the top so nail length is not a factor. They have wonderfully deep dimples to hold the needles. You push with the pad of your finger vs the top/tip of your finger. Their sizing is wonderful. Go to the Thimblelady website and read their directions for sizing. So as you're not spending a bundle, I would also suggest trying their plastic version before getting either their stainless steel or sterling version. I think the plastic one is @ $15?? I would also suggest taking a look at some of her videos as well. She reinforces what Prism99 had to say with respect to the looseness of the quilt in your hoop. I've used her needles as well but not as fond of them as I am of Roxanne needles.
As to needles - they make a difference as well. As I say, I prefer Roxanne needles. I usually use their #10 or #11 needles. I've used their #12's as well but they would be my least favorite of the 3 sizes. Colonial Needle has great prices on those needles and have great service.
Just keep keeping on. Enjoy the process and try not to make yourself crazy. This is supposed to be a fun and relaxing hobby.