As with anything that involves hand-eye coordination, I suppose there's some "knack" involved, but I agree with "practice, practice, practice" mantra. For me, though, practicing meant "just keep trying". When I started, I swore the reason I couldn't do it was because of my machine -- I had a very basic Kenmore machine. Stitches were bad, tension was terrible ... had to be the machine! But I took a class at a LQS; the first night, very first thing, the instructor sat down at MY machine, and stitched out a beautiful shape. (the nerve!!!)
Anyway, I learned that it could be done ... on my little machine! The class helped a lot -- I think it does help to have someone look over your shoulder and recognize things you might be doing that you don't realize. There are lots of things you can get to help yourself -- sharp needles; right size needles for your thread, supreme slider (helps some folks, though not all), quilting gloves. But mostly, I think the key is to relax and not stress about it.