I remember when I made my first coil...twisted it up real nice, wicked it, juiced it, threw the top cap on with a giant smile, 3 seconds later I was coughing so hard my co-pilots in my briefs hurt and my eyes were watering lol. I've found most issues with builds come from wicking and not the actual coil itself (assuming they are heating up evenly)
One thing to keep in mind is that cotton expands as it absorbs juice so if they are really tight inside the coil dry, they won't do their job very well when they fill up with juice.
Don't give up though, it's something that requires some patience and attention to detail but once you get it the first time, it only gets easier with every build!