I'm having some FTE issues and was hoping to learn from the folks with the knowledge how to resolve my issues.
I'll run down my list of things that I've attributed to my few FTE, things to look out for after you've checked what Wulf mentioned:
Ammo choice- my C9-A1 likes 124 grain a lot more than 115. The brand I've had the most trouble with is Remington (both JHP and FMJ's) so...take that as you will. Ammo I've shot without problem: 124 gr. Speer Lawman and Gold Dots, 115 gr. Blazer Brass and Aluminum, Winchester White Box, Tula (cheap steel case).
Weak mag springs- I had a lot of problems with my slide not locking back, at the same time as occasionally having a FTE or a FTF(eed). I found a thread on Steyr Club about short, crappy magazine springs. Sure enough, I had the 8/9 wind springs in my 15 round mags. Got some new springs from Jeff at SAI (not sure who the importer is for Canada...) and I haven't had an issue since (except with Remington Ammo). The 2 additional 17-round mags I got a few weeks ago have had no problems either.
Technique- you say you're new to pistol shooting (it looks like you've taken the plunge by the list in your signature!). I'm pretty new as well, and I'm pretty sure that one or two of my FTE's were from "limp wristing" a shot. I think some people are too quick to blame technique when there's a problem, but it's still a possibility.
Overly slick slide- I haven't had any experience with this, but others on the forums say that sometimes the slide cycles a little too quick. Applying a high viscosity slide grease apparently can help slow it down just enough to reliably cycle. Again, this is only second hand.
Time- I'm personally on my first hand gun, so I haven't had the luxury of experiencing this for myself, but, like almost all mechanical devices, pistols need some breaking in. I hear 300-500 rounds as the typical number thrown around. I'm approaching that number myself and have had almost zero problems in the last 200 hours (the exceptions: someone else shooting my gun (probably a technique problem) and a Remington round).
Hopefully that helps. Good luck and happy shooting.