It takes a while and practice before your tension becomes consistent. Keep at it and you'll be amazed at how quickly it improves. I know I was. My first few attempts looked terrible but I just started a long scarf and kept going until it was looking better.
You could see the improvements as the scarf continued. That's why I recommend a scarf as a first project so you can actually see how you're improving. It also makes for a really funny looking scarf.
Try a long tail cast on and see if you like it better.