This is a very common problem for new divers!
There are really two answers to this question, and they are interrelated. One is relaxation, and the other is efficiency.
When you are a new diver, the very mechanics of being underwater and managing your buoyancy, navigation, and all your equipment use up a lot of bandwidth, and very new divers are rarely completely relaxed. Tension causes you to breathe inefficiently, keeping your lungs fairly full and just exchanging a small amount of gas with each breath (this contributes to the difficulties with buoyancy that new divers have, too!) Because a large part of each breath is only ventilating the trachea and major bronchi, structures which do not participate in gas exchange, a lot of the breath is wasted as far as getting oxygen into the bloodstream and CO2 out are concerned. Therefore, you have to breathe at a higher rate, wasting a lot of your consumed gas into the water.
But a major thing that contributes to tension, and massively contributes to gas utilization, is inefficiency. What do new divers do that's inefficient?
To begin with, they often do not have their equipment properly balanced. Especially when diving in cold water, where a lot of weight is necessary, it's important to distribute that weight so that the diver in a horizontal position will tend to REMAIN in a horizontal position. If you are carrying a lot of weight low on your body, as the integrated weight pouches of many BCs will place it, then you will always tend to float in a feet-down position. Once you think about it, it becomes pretty obvious that, if you are feet down, every kick drives you UPWARD. In order to stay at the same depth, the diver has to keep himself negative, so the upward drive of the fins is countered by the sinking created by the negative buoyancy. What that means is that a good portion of the effort expended in every kick results in no net motion at all! Since muscle activity uses more oxygen and creates more CO2, this means that all that useless motion is sucking gas out of your tank.
In addition, because of the lack of balance, new divers often swim with their hands. The hands are not an efficient means of propulsion underwater, especially not compared with fins, so again, this is largely wasted motion.
When you are not balanced so that you can remain still, you must swim constantly. I can remember my own beginning days -- it irritated the daylights out of me that my buddies could simply STOP and look at something, when I would have to swim circles around them, because I simply couldn't be still. Achieving a good, flat body posture and balancing my equipment allowed me to learn just to hang in the water, which is not only a great way to look at things, but is great fun in its own right.
Achieving good buoyancy control, which includes getting properly weighted, helps with gas consumption as well. You probably learned during OW that you could affect your buoyancy with your breath. This is very true, but if you overuse this mechanism, you waste a lot of gas (not to mention setting yourself up for a CO2 headache). In the beginning, when you aren't quick to detect changes in depth, and when you are perhaps not as judicious in adding and venting air from your BC, you will make many buoyancy adjustments, both with the BC and your breath. As you gain experience, you will learn how to anticipate the need to change buoyancy, and you'll learn to add or vent air in very small amounts, keeping your buoyancy from ever being far from neutral. Gas consumption will go down with this facility, as well.
Finally, there is a level of gas consumption that will be required by your body and your degree of fitness. My favorite dive buddy is one of the most beautiful divers you could hope to see -- He is relaxed, extremely still in the water, and VERY skilled with his buoyancy. But his gas consumption is almost twice mine, simply because he's about twice my size. It would be absolutely counterproductive for him to work on his gas consumption as an end in itself; we simply dive different sized tanks, and life is good for both of us.
Have fun with this, and don't get anxious about it. Do, if you can, spend some time in a pool working with the trim pockets on your BC, or some weight pouches on your cambands, and try to get your rig balanced so you can hover in a horizontal position. This will result in a very big reduction in your gas needs.
