Check the potentiometer (small one next to the 3.5 jack) using an ohmmeter while making small adjustments using a small screwdriver. This is used to adjust the signal gain.
Also, if you use Dupont wires between the module and the microcontroller (Arduino board), they must be of good quality, the weak connection can be a source of errors.
Finally, you can try to use another set of electrodes and conductive gel (the skin has a fairly high electrical resistance)