My first and worst experience with my smoker....big box store wood! Terrible tasting meat and plenty of white smoke. The wood burned, flamed inside the the wood box, it didn't smoke it burned up in flames. The wood from those stores may be good for grilling but not in these smokers. I, like you, had to learn the hard way. I now use www.smokinlicious.com wood all the time, no problems with their wood, and usually pellets for cold smoking, just my 2 cents worth, life gets better with the right wood and the amount of wood used, you can still over smoke with too much of the right wood. Most here use 2-3 oz of wood, maybe more for a heavier smoke flavor.
For cold smoking, depends how long you want to smoke? For cheese I use about 2 oz of Apple or cherry pellets with www.amazenproducts.com 6" tube smoker for a 2 hour smoke and usually have pellets left over inside the tube. Some here smoke cheese twice that long for a more smoked taste, I'm still new too so a lot of my smokes are still experiments ;-).