Placebo,
MBFlyerfan's points are all excellent.
I'm gonna put a little extra emphasis on left hand position:
If you are learning on your own, you probably don't have any one breathing down your neck (no pun intended) to re-enforce good hand position.

If you google Guitar Left Hand Position you'll find some good pics and pointers.
(I'd throw up some choice links but I'm at work and gotta run).

Stick with it! Patience and practice are the key!