You mean the little squiggly parts? That just happens when you overspin a bit -- I can't tell you exactly how to fix it, just that as you practice and your yarn gets more consistent, it will get better. At least that's what happened to me -- my first few attempts at yarn were horribly overspun, then something clicked I guess, because it doesn't happen any more. I think that as you spin more you learn how much twist you need to keep the fiber together without overdoing it. :shrug:
Keep going...and good luck!