Try registering the same finger three times. Also, when you're registering it, swipe your finger in a slightly different way each time. The sensor isn't brilliant but in my experience it'll work 95% of the time.
I notice the sensor on S5 is much less accurate that that of my Note 4. The S5 is Samsung's first foray into this tech so it does not surprise me however TheMonkeyDonkey's suggestion seems like a good one.
Mine works pretty well. I have three different fingers registered and I swiped it in a different way each time during calibration. The only issue is I bought a LifeProof case for it and a week later I got a scratch on the fingerprint scanner part on the case, so it is unusable. But I think Samsung did pretty well.
I just used the same finger for each and every try.
It worked fairly well, but, oil on your skin will mess it up.
Freshly washed hands will mess it up.
Dirt will mess it up.
I just turned it off, and went back to Draw a Pattern.