What kind of tobacco are you using? Kakes and flakes are a little tough to get lit sometimes. Regular ribbon cut shouldn't be too much of a problem.

If you're a cigar smoker, maybe tempo is the issue. With a cigar you take a few puffs every minute or so, but with a pipe you keep a more regular rhythm. For me it's about one very light pull every 5 or 10 seconds.

Keep trying, you'll get the hang of it!