Hi Rob.
As greggy said, 'sharpen'. IME no turning tool is ready to go out of the box. They will cut but not properly. You are probably having to push too hard to make the cut.
Also I know you say you are a beginner, but making sure the wood is fixed securely to the lathe I would up the speed a bit. What is happening is you are following the contours of the square block as you hit and miss at the edges going round.
Roughing down a spindle you can have the speed as fast as you feel comfortable with, the faster the better. Then once you are ready place your gouge onto the rest about an inch in from the edge of the wood, lift the handle gently until you are hitting the wood with the bevel. Continue lifting slowly until you see a shaving come over the top edge and push the gouge to the side. All movements are slow and gentle, let the tool cut, don't push it. Don't let the tool slide inwards as it loses the support of the timber when it cuts air in the gaps, continue doing this and in a few seconds you should have a cylinder.
I know it sound awkward, but if you go through the motions of rest, bevel, then cut. ie; place the tool on the rest, place the heel of the bevel against the wood (so it is barely tapping the edges), raise the handle to find the cut, then slide to the side. Never start the cut at the ends, always start in and work towards the edges.
The main mistake beginners make is to go in with the gouge resting square on the rest, then as you push it into the wood you actually end up scraping the wood away, not cutting it.
If you can visualise your bevel and cutting edge and compare it to sharpening a pencil with a pocket knife. That is how you want to present the tool to the wood. This is for all edge tools, but NOT scrapers, they are another thing once you come to use them.
Good luck!