Yes, those little loops will tighten up ... and you'll get better at it the more that you knit. As a matter of fact I was looking at my knitting this morning as I was working on something and looked for what I was talking about. I don't really make the little loops anymore because my knitting has gotten much better - that has happened with more experience.
What made me start paying attention to making sure I was knitting the stitch itself was a video on here teaching how to purl. She talked about how easy it is to purl into that loop and how to pull your yarn down to make sure you grab the stitch instead. Ever since then I have always made sure I stitched the stitch