I didn't think about oil or something like that. Next time I'll try wiping the blades down before I put them in the razor. It could also be that I was just having an off day for some other reason. I'll keep at it and see what happens.
Just a thought for safety reasons: You might want to just swish your razor/blade in a glass of good soapy water and then rinse with hot water before your shave. That should remove any oil residue and keep you from cutting yourself.