Hmm. good point. I can light a campfire with the striker and magnesium and my small stash of cotton balls/vaseline, but I've not tried my oil lamp. Thanks for the homework assignment!
You will probably never need to be able to do it. It is fun trying. At best, maybe you can impress a friend while camping - maybe win a beer betting your buddy that you can light the oil lamp without a lighter or matches.

For just starting to figure out out. light the wick with a lighter, let it burn for a second or two, then blow it out. It seems to catch MUCH faster freshly burned like this.
I found that if I hold the knife still, and draw the sparker, I can direct the spark to the wick better. I end up sliding the fire starter parallel to the wick, and hold the knife at an angle halfway between the wick and the fire starter.
It's kinda awkward, which is why I think I have troubles doing it reliably, but once you try it, it makes sense.