Recently bought a Gaggia Classic and have problems

The Gaggia Classic is not in the same league as any commercial machine - and will rarely produce cafe quality steamed milk.

Even the Rancilio Silvia is hard pressed, outside of skilled hands, to put our cafe quality milk for caps and lattes.

The secret is to get the most out of what you have - that is not the greatest answer but should encourage you to read as much on the machine as you can.
There are several articles on this website that talk about the Gaggia Classic in great detail.

I have never been a good source of info on milk frothing because I do not drink milk.