If you have good equipment and still having trouble, try watching some youtube videos of guys demonstrating good safety razor technique. A few quick tips:
*You obtain a closer shave by making more passes with your razor, not by exerting more pressure; I have to pass over my stubble at least twice to get a close shave. One pass will almost never do it. The goal isn't to carve off your entire beard in one pass, but to reduce your stubble bit by bit.
*Angle of the razor is important. You have to experiment to figure out what angle is best for you. If the angle isn't right, you'll end up scraping over your stubble instead of slicing it. Unlike shaving with a cartridge razor (with a pivoting head), you, not the razor, are responsible for the angle.
*Use short strokes. It helps you maintain the angle and correct pressure.
*If your razor is adjustable, don't think that you can solve your shaving troubles by adjusting the razor.
Keep it sharp Good luck. I've decided to wait a few years before graduating to a straight razor. It has a greater learning curve, for sure, than the safety razor.