Without seeing what you're doing, it'd be hard to give much advice, but there are a few common areas where people go wrong.

Tinder:
As Alex mentioned above, tinder is a key part of getting a spark to catch, and with that thought in mind, I carry tinder "just in case". I usually try to start a fire with tinder I find out in nature, but even so I always carry tinder with me as a backup.

Light and fluffy is the general idea you want to think about when looking for tinder. What that means is surface area and oxygen, essentially. Another important factor is that your tinder needs to be dry unless it's something like WetFire Tinder.

Natural tinders such as cattail down, milkweed silk, cedar bark, some other finely shaved dry woods and grasses, some dry mosses and fungi, and so on work well.

Prepared tinders such as cotton balls saturated with vaseline, drier lint, char cloth, Tinder-Quick, Mayadust, etc. work well. Some of the prepared tinders such as Tinder-Quick and WetFire Tinder use chemicals that ignite quickly when a spark is added to quicken the process.

Start with something easy like cattail down, a fluffed cotton ball or drier lint and once you see how quickly those will catch with a firesteel you can move on to other tinders with some confidence that it's possible.

On another note, form is important as well.

I can't remember who mentioned it, but an ETS forum member shared the idea that instead of pushing the knife or sparker down a firesteel toward the tinder, it's better to hold the knife or sparker in place and draw the firesteel backward to prevent accidental scattering of the tinder. That idea helped me a lot.