The weight must be used, it pulls the knitting down through the machine as it is produced.
The transparent lid must be placed on the egg so that the yarn runs in straight.
If the machine resists, it does not like the yarn - take care not to put too much tension on the yarn and follow the guidelines regarding suitable yarns.
Adjusting the weight may help softer/thicker yarns to flow better.
When assembling the machine ensure that the crank handle is inserted firmly.