Please let us know what yoyo you are using first of all, but I’m guessing you bought a horizon and having a hard time? if so don’t worry about it, it’s normal.
Number 1 rule is to relax the finger, never keep it stiff! the glove helps cut down on friction just a bit.
This is all assuming your yoyo is a concave side like horizon.
Sometimes you might not be throwing hard enough or getting it on your finger fast enough. (careful not to hit your face & stuff)
Some yoyos require the yoyo to be tilted a bit for them to work, normally they are flat faced with a some angular cut thing.
Anyway again relax the finger cause what it does is the relaxing part compensates for the yoyo moving around. Never straight like your gonna poke someones eye out! but like um pushing a button under the table or something. Better yet watch tips on you youtube especially with paul kerbel talking about it.