If my advice might be worth anything, to answer your question, no, you're not doing anything wrong. It does take a bit of time. What everybody is saying about hanging in there and it takes time are true. But, there are a few things you can do. Getting started is really tough in some areas, I know. You will have to take the time to learn your machine AND you absolutely will dig a LOT of junk as you do.
First of all, the machine you have is, of course, a beginning level BUT it WILL definitely go plenty deep enough to find "treasure". I've found diamond rings nearly on top of the ground!
I would clear a spot in your own yard and then bury a few different "good" targets. Better mark the spots really well though.
Different types, different sizes, different depths. (don't go too deep). Then, practice listening to those targets to understand what your machine is trying to tell you.
After that, the absolute, positive key to finding ANYthing in this hobby is location, location, location!

You can ONLY find something under the ground if you can get your coil over top of it, close don't count. I would check through your family,friends, neighbors, coworkers etc. to see if they may have a spot they won't mind for you to hunt. Generally, but not always, you can find what I call a "quiet" place to hunt at least initially. Quiet, meaning a place that doesn't have a lot of trash and the targets are a little further apart. Makes it easier to not have to hear all that clutter.
One thing else you can do is to discriminate. I know, everybody says dig EVERYTHING when you're new to help learn the machine. BUT, if you just keep digging trash you lose something else that is very important to this hobby, confidence. Try to make a hunt or two where you ONLY dig what you feel is a "good" target. If you find even one really nice item, the addiction will take over and it won't matter so much about the clutter.
Last tip, above everything else, ENJOY being out and being able to do this! Do that first and everything else will fall in place.
Find a couple diamond rings and then think about upgrading. That way the hobby will pay for it.
Welcome aboard and...
Happy Hunting!