Ok,there could be a few reasons for this but I will guess you haven't sealed your wall properly.
I think this because although some papers as mentioned are prone to shrinkage this is easily overcome by proper preparation.
I only use thinned down PVA to seal walls,a 3-1 or even upto 5-1 (for really porous walls).
I gave up using thinned down paste or "size" years ago.
Thinned down PVA will give you an excellent surface to work with,giving you time to work but also a good level of suction.
Ideally the room you are working in will be at a comfortable temperature.no too hot and definitely not cold(this will cause the opposite problem to what you have.
So as a guide,strip you walls,then soak them with water ,get your scraper and remove the paste,it's messy if you're inexperienced but very important.
Allow to dry over night ,rub down lightly,filling any holes etc (I personally give the whole wall a tight skim but you might not want to do that)>
Once dry rub that down.
Now if your walls are old plaster make a 4-1 mix (4 parts water,1 part pva) mix thoroughly and apply by brush and roller as if you were painting the walls.Don't get it on your ceiling if it's finished,wipe down skirtings etc immediately.
If the surface you're papering has a eggshell,gloss or vinyl silk finish apply a 3-1 mix and then follow steps above.
After 30 minutes check to see if the mix is now touch dry,if it is ,start papering.You've feel the difference,keep the room at a comfortable temperature.
I have a professional paste machine (which cost a mint but has paid for itself many times over nowbut basically when applying paste make sure it's an even coat,right to the edges,NEVER apply the paste too thick,this will cause uneven drying which may result in popped seams.
If you're inexperienced only paste 2 lengths at a time,one when you get to windows etc as you're not gonna be quick enough to hang anymore without the paste starting to dry up on the unhang sheets.
Maybe place the unhung sheet in a black biner til you're ready for it(it'll keep the moisture in the paper and stop it drying out).
Stick with it,but take you're time,sounds like you did the hanging ok just missed the prep (which is the important part).
Don't be tempted to thin down paste as a sealer because you won't get the same "slip" as a pva sealed wall.
Remember,if as suggested(and it's a good suggestion) you line your walls first,the prep I mentioned have is perfect for applying lining paper.The lining paper will also "cushion" any bumps and if the wall is different colours due to filler,etc I recommend lining,In fact I'd never hand any paper,other than wide commercial,without lining paper first.
Good luck