Hi Cindybee,
When I first bought my Cricut Expressions, I went directly to their site and watched the training videos
here
If you have the regular one, just look to your left and there are options for the Cricut Machine underneath all the options for the Cricut Expressions.
There are specific instructions on how to adjust your blade for the thickness of your cardstock/materials. This could be the problem you're having with the cuts. They also have the new "deep cut" blades for thicker materials.
As far as loading goes, I've never had a problem. Just remember to gently push the mat towards the machine while you hit "load." It acts just like a printer. If the paper is not in far enough, the rollers will not pick it up. I promise you'll feel like a pro after the training videos. Give yourself sometime to watch the videos because the two parts a bit lengthy. I made tea and grabbed a muffin and watch both parts of the training video.