Couple of points...

The rivets have to be flat head and counter sunk. Some rivet heads vary in diameter. You may have to drill the track a little deeper and with a slightly larger diameter bit to get the hole to match the rivet head. Test the fit in the hole before pulling (pulling would be the act of setting the rivet, pulling the pin through).

To keep the pin in the rivet, I just tip the rivet gun slightly. That causes the pin to wedge in the rivet a bit when releasing the handle for the next bite.

Place the rivet in the tool first and hold the pin in with your finger. Take an initial squeeze with the gun to grip and hold the pin. Be sure to do it lightly as not to compress the rivet at all. Slide the rivet into the hole and get the first squeeze. Tip the gun slightly before releasing the handle. Hold it tipped till you get the next bite on the rivet. Repeat if necessary.