The trick is to practice "splitting" the line. That is cutting the center of the line, not to the right of the line, not to the left of the line but the center.
Start with a piece of scrap wood. Draw several straight lines. Practice splitting the line with the blade. Now draw some curved lines and practice splitting the lines. Once you have that down, draw some shapes like circles, squares, stars and hearts, again trying to split the line.
This is how I start my students off. Once you get the hang of it, you should be able to cut any type of scroll work!