Stamps are made in a type of mold. They have to put a mold release into the mold so that the stamps will pop out after they've "cooked". You can't see it but the affect on how well they ink up. This is more obvious on the solid and clear stamps. This causes the ink not to set up right on the stamp.
The more you use the stamp the better it will take the ink. You can lightly use a fine sanding block or pencil erasor to remove this film to help the stamp ink up better. It is called conditioning your stamps.
Also great tip is to get a stamping pad or fun foam. Use under you paper giving just the right amount of give to make a better print.