I can tell you that when I was using a drop spindle, I found it a lot easier to use thinner sections of roving and to pre-draft it.
I also use a whispier, thinner piece to join. You might need to let it twist some more and sometimes you can smoothe it out while it's spinning if you don't have too much fiber bunched up.
It's been such a long time since I've used my spindle, I'm not sure if any of this is helpful. Just be patient with it, spinning does take practice. I took to knitting very quickly as well, but spinning came a lot harder.
Also, what kind of roving are you using? There are certain fibers that are a lot more difficult to learn on than others. Corridale and shetland are good starters.