Burning coal has a learning curve involved.. Throw out just about everything you know about burning wood, coal is very different. You'll get the hang of it, it just takes some patience and observation. I'd like to share with you my reloading ritual to help you tailor your own technique. I assume you are burning anthracite (hard coal), not bituminous (soft coal).
First off, lets not worry about the air control dials on the load door yet.
Lets start with a brand new fire..
Open the ash pan door and leave it open throughout the following process. NEVER EVER leave your stove unattended with the ash pan door open..
With a brand new fire, start with wood or charcoal (I use charcoal). After the wood or charcoal is burning good, add coal in a thin layer of about 2 inches. The next part is very important - keep the load door open about half an inch. This will keep the volatile gases diluted so they won't explode. After about 10 minutes, maybe more, the blue flames will ignite on top the coal bed. Let it burn another 10 minutes and then add another layer of coal about 2 inches thick. Continue to leave the load door open half an inch. After the second layer has ignited and is burning well, add another layer... Continue this layering process until your coal level in the stove has reached the top of the firebrick. Coal likes a deep bed to burn in.
Once the layering is done and you have nice blue flames on top the coal bed, CLOSE the ash pan door and open a primary combustion air feed (air control dial on the ash pan door) a little bit.. Once the blue flames have settled down some its THEN time to close the load door completely..
Now its time to open the air control dials on the load door a little (secondary combustion air feed). With a moderately burning fire the blue flames (dancing blue ladies) will stick around. With a low burning fire they may not..
Don't be temped to fiddle with a coal fire by poking or prodding it. Coal fires like to be left alone.
With a moderate burn going, a 12-15 hour shake and reload schedule is about average. At shake time, shake the grates until you see some red embers falling into the ash pan and you see a nice orange glow radiating down thru the grates. This time, you won't need to layer in intervals like with a new fire. Add coal til your up to the top of the fire brick again. Some say bank it, which means keep it thin towards the front and deeper towards the back. I don't do the banking technique. Instead I put in an even layer and leave the load door open a half inch until its burning good, while the ash pan door open, then close the ash pan door, let the blues subside a little, then close the load door completely, then set air controls.
This is my technique.. Everyone has their own, you will develop what works for you too. Good luck
Remember, never leave your stove unattended with the ash pan door open....