Relights are not uncommon.

Yes the moisture of your tobacco will have a lot to do with how often it goes out. Flake tobaccos and heavily cased tobaccos that have some PG content will be more moist out of the package. Drying your tobacco, not packing too tightly, packing technique, how well it's lit.... there's lots of factors. You will build up a smoking cadence and develop what works best for you.

A few tips to try:
1. Try smoking an easy burning tobacco like Prince Albert.
2. Try drying your tobacco on a plate for an hour or so before smoking.
3. If you're smoking flake, try rubbing it out instead of fold and stuff.
4. Google search for "The Frank Method" or "The swirl Method" of pipe packing. I personally use the Frank Method and think its much easier.

Some tobaccos will produce more smoke than others but a lot has to do with moisture content.