I think most people tend not to know how to load a grease cartridge. This leads to getting air in the system and people hating their grease gun.
The method I use to load the gun is to place the grease cartridge in the grease gun tube with the spring loaded plunger pulled back. I then proceed to screw the head of the gun on the tube but I DO NOT TIGHTEN all the way. I probably leave the head about 2-3 full turns loose. Then, with the head loose, I release the spring loaded plunger. Then tighten the head the rest of the way down. This method works 99% of the time and I don't get grease everywhere. Leaving the head loose allows the air to escape when releasing the plunger.
BTW- I use a Milwaukee 12 volt lithium ion grease gun. Its tons better than my old Lincoln 12 volt gun was. I probably go through about 100 tubes of grease per year.