You may be smoking cigars that are beyond the scope of your pallete. If you are smoking full-flavored, complex cigars, many of the subtle flavors will be beyond what you are able to pick out.
I always suggest that new smokers start with good mild cigars to allow them to practice their ability to discern between the flavors that are presented. Get a good sampling of mild to medium cigars from different regions, brands, rollers, etc. and take your time smoking through them. Don't be in a hurry to get up to the strong, full-flavored sticks. When you smoke to try to examine the flavors, make sure that you're relaxed and in a relatively quiet setting. It's very hard to concentrate on a cigar's flavors in a social setting IMO.
Most importantly, don't stress out about trying to detect every last flavor. Cigars are meant to be enjoyed, and not to stress about whether you're tasting cocoa or leather. You will find things that help you pull the flavors out, but don't be in too big a hurry. You should spend some time reading on here, and you might try to follow along with someone else's review as you smoke the cigar (I find that it helps sometimes).
D