It's something that improves over time.
You get used to swiping your finger correctly, and the phone gets used to your prints.
When I started using it, it usually took 4 or 5 swipes to get in, and I locked myself out for 30 seconds a couple of times. But now, I get in on the first try more often than not.
So just keep trying and it will improve.
A word of caution: register three different fingers, and pick fingers from both hands. I've found that after I wash dishes, the phone can't recognize one of my fingers because it's puffy and wrinkled. But the one on my other hand works perfectly.