Well, there are some things you could take a look at.
Check your grip. You might be gripping too hard.
Is your motion smooth? Maybe practice with junk wire a few more times to get a smooth motion.
Use the tools to grip, but use your fingers to move the wire into the shape you want. This will minimize the degree to which the wire will come in contact with the sharp edges of your pliers.
Are you using the RIGHT tool for each part of the task?
Your tools don't have teeth, right? They're smooth on the inside of the jaws?
If the sides of the jaws are real sharp you can file those edges a bit. But there's no substitution for good technique.
As you are making a loop, pay attention to the position of the wire relative to the jaws of the pliers - there could be a part of the process where they aren't lined up well, causing the pliers to put pressure where you don't want it.
I think I'd take a look at the loops you've done already to see if the marks are showing up in the same places with any consistency. That should tell you which part of the process you need to focus on in terms of making modifications.
I sure hope this helps - if not, perhaps you could post a pic of a bad loop for us to see and then we can focus on that part of it.