What do they want from us writers

I am starting to get a bit annoyed at the moment and need some help here due to getting rejections from magazines that print work from new writers like poetry or short stories. The thing that I can't understand is they say any theme or subject (I am not talking about a particular magazine that only takes on fantasy or sc-if themes) on the submissions guidelines but when I send in my work they don't seem to know even when I have tried to edit, send a covering letter and double space my work to a magazine again as it has been some time since I have done that I but still I am not getting any luck and if the submissions guidelines don't say anything about sending a covering letter and double space your work do you still do it or not to me sending my work seems to be a confusing process so the question is what do they want from us writers and what am I doing wrong do you think maybe it's because I am sending my work to the wrong magazines and will I have more luck in entering competitions.