i have had this problem myself , there could be a number of reasons as to why this has happend. so iam told.
1st, it could be that the the wall is dirty , if so i was told before you apply finish you should clean the wall with sugar soap then skim .
2nd , all plaster has a shelf life of aroud 16 weeks once open, it could just be you have bought a bad bag .
this is what i was told when it happend to me .if anybody else knows of any other reasons why this happens i would like to know .
hope this help's
It could be that your mix was a bit too dry and that the wall was not primed correctly, so the dry wall drunk the moisture out of your mix. One of the big tricks in plastering is getting the mix right takes loads of practise, so don't despair be proud you've had the courage to have a go.
Best of luck