This is not really a tutorial. It's an explanation of an exercise I use to get better at controlling a digital pen and tablet - a pretty awkward experience when first getting started.
Start by drawing a random thick line. Make it go in every which direction. Then set your line width to a much smaller width and, using a different color, retrace the first thick line, trying to keep the thinner line centered.
Once you get pretty good at that, make the width difference between the lines much closer together. Here's a tip that I find works pretty well. As you are retracing with the thinner line, try to keep your eye a few steps ahead of the actual point at which you are drawing. I'm not sure why, but that seems to make it more accurate for me.