Predraft your fiber first. It should slide out from the bunch easily. If it doesn't you will end up getting very frustrated while trying to spin. Practice park n draft first, as whimzypinzy said. Once you learn to draft nicely, move on to drop spindling.
And don't forget why it's called a drop spindle. It will drop. Many times. Don't give up. It's kinda like learning to ride a bike. You'll be awkward at first and get frustrated, but sooner or later, it will just click, and you'll be making yarn.