The attys take about a week of regular use to get going good...at least that was the case for me.
The prefilled carts that blu provides really suck. They dry out quickly...after about 3 good draws the vapor diminishes greatly. I think that is probably why you are getting frustrated, and I can't blame you, their cart system is not good.
Drawing on it can be tricky...unlike alot of other e cigs, the fainter the draw the better on the blu. It's more like trying to suck air through a straw on the blu vs. say milk on the 510. I've found if you pause on a draw once it cuts off, and hit it again you can get past the cutoff, not a long pause, just a very slight one. I have one battery that doesn't really cutoff, and one that is very sensitive to the cutoff. With the 510 you won't really have this problem, as it has a manual switch. But the tradeoff is, for someone like me still addicted to analogs (getting better), it doesn't really emulate an analog all that well. The blu is not for everyone...if you read these forums, you might think it's not right for anyone

, but with some modding on carts, or just going to dipping/dripping it is an extremely satisfying e cig. That being said, very few people on here will agree with that assessment, so you may be one of the people who just don't like it. If that's the case, I would say send it back and get a 510, or maybe try the MV sidesho...I've seen some positive feedback on it, and is closer to the convenience factor that blu has with the PCC, size, etc.