I've found that getting the first bale to start each time I bale can be a little tricky and troublesome, but once you get one going the rest are no problem. For that first one it's a question of getting enough hay fed into the chamber to push the hay against the belts, but not too much or the entry space into the chamber will plug up.
But even once you get going, if you're baling and the slightest bit of dew falls - it's all over! Mine just won't spin a bale with even the slightest amount of moisture on the hay. Which isn't necessarily a bad thing most of the time...
What kind of twine/tying system do you have on yours? If it the old manual twine arm (like mine) and you have trouble getting the knife to cut the string, I re-engineered mine so that it cuts first time, every time. Pretty simple - I can send you pictures...