Well, technically there's no "correct" way to vape except the one that works for you...but for many people, taking the vapor into your mouth (not inhaling deeply/inhaling into the lungs), holding it there for a second and then letting it out works very well. You don't need to take nic vapor into the lungs to get the nic, it enters through the mucous membranes (AFAIK). We just tend to start out inhaling deeply because that's the way we did it with analogs.
Think of it as smoking a cigar v. smoking a cigarette. And by the way, you get HELLA flavor this way (mouth only). You really taste your flavor.
You know how I know you're from Cali??..lol