Use more compound to remove compound.
In my experience, wheels need a bit of conditioning and use before they work properly
If you can see any 'white' cotton on 'face you need more compo and more 'heat' into the wheels to get waxes to melt in (I don't know if it's theoretically 'correct' but, it works for me)
Load wheel little and often, single 'wipe' of compo is usually enough after initial 'loading'
You need a reasonable finish (about 400 grit) before starting polishing
Start with black and work down to finer (red/brown is usually enough)
One thing I do, ignore advice about separate wheels for different colour compo until your finishing (only need one 'soft' un-stitched finishing wheel)
If your using black, it may be too dry, stick some brown compo on wheel and keep going, swapping between black/red as needed
BTW, metal should get warm/hot.
I always wear two pairs of gloves, cotton over mechanics and keep them in storage box with compounds (mops get hung on the wall)
DON'T wear headphones or even have radio/music on when polishing, you need to be aware where your hands are and any/all edges that could catch on mop
Only use lower portion of mop (four o'clock or seven o'clock positions), if anything catches, let it go (don't put your fingers in any holes or where they could get trapped)
You'll develop your own technique eventually