All the suggestions given are good advice. Like so many other topics, if you ask ten guys, you'll get ten different answers, none of which are "wrong".
The one single thing that has helped me, ten fold, is what Bama and Dave mentioned; learn how to sharpen the graver. I can't emphasize this enough. After I was able to accomplish this, engraving became a joy, and not the evil demon to be feared.
I confess, I use the sharpening templates by Lindsay, which takes all the guess work out of sharpening a graver. I don't remember what I paid for them, but their worth every cent to me. There are others, like GRS, that have sharpening systems as well.
Ed