Agree 3 fish is a small sample to judge your hook-setting, or the fish's behaviors. At any one time, some fish may be aggressive, others less so. You may not be doing anything wrong exactly. Your questions may be more about your own comfort level. Jigs can be a challenge this way, at first. Not bc they are difficult, but bc they don't load your rod by pulling back. It's easy to feel "lost", which means, you don't know what's gong on at your lure. That is, until you get to know how to be in control of that "nothingness". Good that you have experience with soft plastics already. My suggestion is you give yourself time to get familiar with what fishing a jig feels like, where it is in the water column, what you are bumping into with it, and what fish feel like. Some suggestions to expedite things:
-First, I wonder if your rig may be a bit powerful for such a light jig in terms of feel/detection. A finesse type jig would likely be better on a M power rod, and not too heavy a line. If the rod is too powerful/stiff for the lure, it won’t load on retrieve, making detection too critical. This may or may not be an issue depending on the rod and the line. If the line is too thick, it’ll hamper detection too. This may or may not be the case, but you'll know when you get the rod-line-lure right.
-Second, when you retrieve, keep things simple at first. I'd suggest starting with a simple swimming retrieve by just reeling, and not moving the rod at all. The reason not to move the rod is so that anything that comes up that line… wasn’t you! It was the bottom, a stick, a weed, a rock, a fish. Reel slowly until the lure starts bumping things. If you hang up too much, retrieve a little faster, go to a lighter jig, or fish a tad deeper. Add triggers by accelerating your reeling, a turn or two. Stop reeling to let the lure fall. But, do not move the rod, let the stuff "down there" do that. You can add rod motions as you learn to be in control of slack line in your retrieves.
-Try casting to objects and substrates you can see, and play around with that to familiarize. Then work a bit deeper, out of sight, familiarizing with how long it takes to reach bottom, and what the jig, and line, feel like coming through the water column, and bumping things.
First you have to have mindful control of your tackle, and this takes proper tackle and experience. The fish will be your best teachers, and jigs will get bit; You can count on that more than with most lures out there.