OMgosh! I LOVE LOVE my lil Xyron. So much so I bought his Mommy and Daddy too! (aka the 250 and 500).
The strings can be taken care of the way others have said already...make sure you rub good before taking off the plastic. I've also learned a little trick - that maybe hard to explain in words. As you are pulling the plastic off, pull it off...flat...so that as you are pulling, your hand is almost right on top of the rest of the strip. In other words...don't pull "up". I hope that makes some sense...it's easier to show than "say". Anyway...it helps get that excess off WITH the plastic.
The adhesive eraser works well for any that remains behind.
I'm not sure what you mean by "soggy"...do you have a picture?
And one more thing...if it's TOO sticky for you, you might want to try the "repositionable" refill instead of "permanent". Not sure if that's what you have, but it's the thought I had.
HTH!