I'm fairly new to it myself, but here's things I've learned so far:
- buy some cheap fabric and batting for practice. I always practice whatever pattern I'm going to do several times before trying it on my actual quilt. This is also really necessary for getting down how to move (i.e. take steps) without jerking the machine off pattern, which I still struggle with.
- I tried originally doing it with a pointer stick, and found it impossible to do. I use the Grace laser now, and it's awesome -- much easier to follow.
- similar to what Marjpf said, don't think about the exact point that you're at. I try to think of each movement as a whole, meaning if I'm doing an arc, then I make the arc as a whole movement rather than trying to follow the line perfectly/exactly. It's more important that your stitching is smooth, rather than it following the pattern perfectly, IMHO.
- don't grip too hard or get tense, because you'll really start to feel it after a while. My best work is done when I'm relaxed and tension free. Put on some music -- it really helps!
It's funny, my husband expressed an interest in trying a pantograph, so I've been having him practice over the past few days. He's...really bad at it. I thought he'd be quite good, as he's a very serious video game player, and has excellent hand-eye coordination, but he really, really focuses on following the line exactly, which ends up making his stitches/lines come out jerky, rather than smooth. I personally have dreadful hand-eye coordination, but mine look much better than his...I just kind of let my eyes relax and follow the line while zoning out a bit, and it usually comes out pretty darn good.