I actually read in a few different places (can't remember now, somewhere in a Google searching frenzy) that some machines do better holding their tension settings when the feed dogs are left up. I can't say for sure that I know that to be a fact but when I was FMQ'ing on my little Brother machine, I left the feed dogs up.
You're off to a good start! I'm one that wants to get the hang of things right away. Practice annoys me but in the case of FMQ'ing, it really does just take a bunch of practice. :)