I just started as a tank in this game so probably better tanks can give better answers.

I rarely lose aggro to anyone, provided the healer does not start healing and the DPS do not AoE like crazy just after the pull. Usually if everything goes well, in 3-4 sec I have everything on me and it holds till the end of the fight. If a DPS steals a mob from me, just a Provoke + ShieldLob/Tomahawk and baby's back to me. I think it's important (at least if you see your tank is having some issues) to give the tank just a few seconds to build aggro on all mobs. DPS attacking the same target as the tank helps too. I would not say there is any threat issue at the moment, but again, I'm pretty low level.

Advice: nothing helps you understanding a role more than playing it. Try & roll a tank, even just until level 17 so that you can go into some dungeons. It'll give you much more insight on the mechanics, and you could improve a lot in your current role after that.