Blade length is too high.
It is very rare that you should go above the recommended blade length setting for the material you are working with. This can cause messy cuts, and at the worst, a broken tip on your blade or deep gouges in your mat.
There is a chart below which shows the recommended blade lengths for the most common materials.
Pressure is too high.
Too high of pressure can also cause bad cuts. again, the recommended in the software will usually work. I recommend starting out there, and then if it is not cutting all the way through (and your blade length setting is correct) you will increase the pressure by 2 points in the cut control panel for each test cut after until it is working correctly. If you have increased it to more than 10 over the recommended setting and it is still not cutting all the way through, start over at the recommended pressure setting and increase the blade length by 0.5 using the dial on top of the blade holder.
Blade is dull.
This is the obvious answer if it is not the settings. Dull blades make for messy cuts, regardless of context. Try a new blade and start with the recommended settings to see if your cuts get cleaner.
Mat has lost it’s tack or has too many gouges.
Same as the blade, try a new mat if the above suggestions do not solve your problem. Gouged mats can cause the blade to catch, which makes for a messy cut. Less tack means the material is not held as flat as it could.