Every wonder why that rod just isn't carrying that fly out as far as you'd like it to, or why your leader or tippet are not getting more distance between the fly line and your fly, or why your tippet is curling up or getting loops in it? These problems can create ugly issues with your presentation to the fish, but can be solved.
It is important to note to any new fly fisherman/women out there that the leader is generally not just a straight "fishing line" tied to the end of your brightly colored fly line.
Solution: Make sure you have a tapered leader. A tapered leader, whether welded/continuous or tied by hand will fare much better. This is due to the gradual change in weight distribution across the line as you cast, transferring the loop smoothly all the way from the fly line at the tip of your rod to the fly at the end of your leader. You can get a good tapered leader in most fly shops and certainly on amazon or online. Also, be sure you purchase a leader that is the appropriate size for the type of fly you are fishing and the size rod you are using. For instance, don't go on trying to cast a mouse pattern on a three weight rod using 7x tippet.
Generally, if you are fishing a 5wt rod or something of in that range, use the "clinch knot" to tie a tapered leader onto the end of your fly line. Then if you need anything more than that, use the "double surgeon's knot" to tie on another foot and one half or so of 4X or 5X tippet. If you are going for trout, use a smaller tippet (or very fine-ended tapered leader). If you are fishing for bass, go with something a little thicker, probably at least size 4X (and be ready to let him run!).
Also keep in mind that fly or hook size is an important factor here as well, but I will save that for another day. Refine your skills and master the balance, tailoring everything to the fish species and the presentation you are seeking, and you'll catch more fish.