I too knit Continental and it took a long time to get the purl stitches to be tensioned more like the knit stitches. What made the difference for me was wrapping the yarn once around my pinkie and then bringing it over the back of the rest of my fingers. This way of holding the yarn may or may not work for you. For me it allows me to tighten the yarn slightly or let it flow more loosely by holding my pinkie a little differently. Sometimes with fingering yarn I have to wrap 2x round my pinkie. As mentioned above, try different ways of holding the yarn and you can twist stitches if you need to. Most of all, what I hate to hear most, practice, practice, practice, and then get serious about practicing. Where the yarn is held on my pinkie makes a difference too and where it comes over my index finger. Try different parts of your fingers whichever way you're holding the yarn. HTH
You can't knit the left sock first. Ever.