Whole wheat flour is flour milled from all three parts of the wheat kernel, but white flour is milled from the center part of the kernel only and that's where the gluten-producing proteins reside. So, whole wheat flour is more nutritious but also grainier and heavier and baked goods produced from whole wheat flour don’t tend to rise as high as those produced from all-white. So, you may want to add white flour to the whole wheat (or add wheat gluten as B'sgirl suggested), at least when you're first getting used to baking with whole grains.
King Arthur has a great cookbook on baking with whole grains that you mihght want to check out. King Arthur Flour Whole Grain Baking: Delicious Recipes Using Nutritious Whole Grains.