Hi Egon,
Your question doesn't provide very many details. If you are using the default Cessna, remember that it has a tendency to pull left due to the rotation of the single propeller. You will need to adjust your steering to the right to compensate. You might find a dual engine plane such as the Baron easier to keep flying straight. Or try the Cirrus jet.
If you are using a joystick, of course, that adds an additional level of things that could be affecting your flight.