Welding for the first time - need advice

Either your gas is not working or you are holding the tip to far from the metal.
Do you have the ground on bare steel of the same piece of metal you are welding?
The tip of the welder should be about 1-2" -3/4" away from the surface.
Try using thicker material until you get used to the welder. I can use .025 - .030 wire welding sheet metal.
What size is the wire you are using?
There should be about 3/4" of wire sticking out of the gun when you pull the trigger.