It feels odd at first: This is completely normal! Your facial muscles and brain are adjusting. Give it a few days of regular practice, and it will become second nature.
It keeps falling out: Ensure you're using the 'no-grip' technique. The gallery should rest against your bone structure, not be squeezed by your muscles. If it's still loose, your monocle might be slightly too small, or you may need to adjust the angle slightly.
My eye is watering: This can happen initially as your eye adjusts. It usually subsides quickly. If it persists, ensure the monocle isn't pressing uncomfortably on your eyeball or eyelashes.
I can't see clearly: Double-check that you have the correct prescription or magnification for your needs. Also, ensure the monocle is clean and free of smudges.