I would be willing to bet that the synergistic muscles for these movements are having a difficult time "keeping up" with the target muscles, especially since you say you can complete the movement with good form.
One of the huge benefits of using free weights is that they engage a whole bunch of muscles other than just the target muscle or the target muscle group. If you think about when you are using a machine, the machine does all the stabilizing and balancing of the weight throughout the movement for you. When you are using free weights such as dumbbells your body needs to do this. Just the act of holding the weights in the air requires the coordination of muscle groups working together to keep them there (to prevent them from rocking forward or backwards, etc).
Let's look at a shoulder press for an example:
- Deltoid, Lateral
- Triceps Brachii
- Trapezius, Middle
- Trapezius, Lower
- Serratus Anterior, Inferior Digitations
- Pectoralis Major, Clavicular
- Triceps, Long Head
- Biceps Brachii
- Trapezius, Upper
- Levator Scapulae
If you are new to training its likely that these "accessory muscles" have yet to catch up in terms of strength with the target muscles for these movements. Additionally there is a certain neurological component (I think this technically called "neuromuscular coordination", but I've always just referred to it as "muscle memory") of training your body to do a new movement—that is you need to teach your body how to actually perform the movement, a large part of which has to do with the act of engaging and coordinating synergistic muscles groups and balancing the weight through the whole movement.
As long as you are exercising in a safe manner and performing the movements with good form and appropriate weight I think this is completely normal, especially when just starting training or trying to learn a new exercise.
See Yevgenity's answer here for related information.