Reply by Tim

If it’s not making any progress the bit is probably dull. If it is a half decent quality bit and you learn to sharpen it, it will cut a lot better. +1 to what others said about using oil, lower RPM, and enough pressure. The amount of pressure affects the feed rate and the feed rate and RPM (speed) need to be in balance basically for the material you’re cutting.
Also as others said changing the drill point geometry can help a lot for different materials but that’s not a beginner topic really.

If you’ve got a super cheap bit none of the above will matter much.