I don't think it's a bad thing to sketch with low opacity or pressure sensitivity. When I draw with a pencil, I usually start with very light lines as I try to 'find' the form. Then, when I feel like I've hit it, I go in with strong lines. You should try the same approach with your digital sketching.

You should also try defining shapes with values, as well as lines. Digital is perfect for this kind of practice, as it is so forgiving. Take a picture and just try to nail the values in black and white. If you are using photoshop, you can sketch out the lineart on one layer, throw it to the top of the stack, set the blending mode to 'multiply'. Now, create a layer below that and use it to paint the values. With this method you can see the lineart and you won't mess it up.

btw... what kind of tablet did you get?

If you are using photoshop, there is an option in your brush menu called 'smoothing'. If this isn't checked off for each brush you use, you will geometric circles, instead of nice smooth ones.

What program do you use to draw?