Hello BiTTeRswede, I have found that tightening the lug on the needle sheathe cover makes sure that the paint does not splatter out. If the needle is damaged or bent it will need to be replaced because it will cause the paint to come out wrong. Make sure to tighten all sheathes covers, caps & nozzle covers all the way, then nothing should splatter.
If the paint is getting stuck, the brand of paint might not be Air Brush Painting friendly towards the brush if is get stays on the inside parts.
If You have access to Windex /w Ammonia D that should clean the air brush parts, but You will need to soak and clean the parts immediately. Also clean right away when changing colors. Once paint hardens on the inside parts You will have to get a more powerful cleaning solution to get the metal parts unclogged and stripped of all paint.
Tightened the cap, but do not tightened it so hard You need a vise script to loosen it off. If the needle is bent, damaged or bad in general I would recommend ordering a replacement part. Bad needles and loose caps will splatter the paint all over the place.
If You want a great Air Brush Complete Kit go to www.paascheairbrush.com.
Here is a link to a great kit that works in almost all climates.
http://www.paascheairbrush.com/products/airbrushes-airbrush-parts-and-accessories/Airbrushes/complete-airbrush-systems/VL-100D
Also, I second the comment that air brush paint requires correct thinning before being used.
Clean all the parts thoroughly & make sure the components are tightly secured on the air brush. I watched an instruction dvd video that came with my air brush & they said replace the needle if the out put is not spraying out correctly.