Going slow is critical to early success. In teaching my grandkids I found 3 things to be helpful:
1. The "wired edge" on a scroll saw blade results in an angled cut (around 3 to6 degrees). If you try to feed the blade straight on it will drift off the line. I drew a line on the table when I was just starting to help reinforce this counter intuitive fact.
2. Drill a blade-width hole in a practice piece, pass the blade through and tension it. Now practice rotating the work piece with very light pressure against the back edge of the blade. This will give you a feel for what it takes to turn those tight corners that are so daunting when learning to scroll.
3. Enjoy the journey.