A common issue in shooting is known as “looking through the sight”. This is when your eye is focused on the target rather than the gun sight, which can cause shots to be thrown out. The image below shows a scoped rifle, with the crosshair in focus, and the target slightly blurred; this is what you should be seeing. This is more obvious with iron sighted guns such as pistols, but the effect is the same.
Exmouth Small Bore Rifle & Pistol Club 