Very common problem for first time users…you want to make sure the material is completely flat…sometimes it warps a bit in transport and has to be acclimatized for a week or so in it’s new environment. (It’s wood…it warps and swells.)
There are Honeycomb Pins here that can be used to pin it down if there is a little bit of warp or twist in it.
And the machines usually benefit from running the Calibration routine at the link below. Between that and correct use of the Set Focus tool, you will eliminate most of the problems with not quite cutting through on the material.