You're missing the crucial first step: creating a starter indent.
- Use a center punch and hammer to make a clear dent at your drill point. This gives the bit a place to seat.
- Place the point of the drill bit exactly in that indentation to start.
- Use a cutting lubricant for most metals (exceptions: drill iron and brass dry). This keeps things cool and improves cutting.
Also, use the correct speed. Start slow in the Low (1) speed range (0-500 RPM) for better control, especially on harder metals. Hold the tool firmly with both hands—one on the grip, one supporting the bottom of the battery cartridge.
Heads up: Pressing excessively will not speed up drilling. It will damage the drill bit tip and shorten the tool's service life.