I may be doing it wrong also. So lets compare how we are doing it to see if we are doing it the right way.  I'm sure there are more than one method to get the same results. 
1.  I put 1/4 cup of Kefir Grains (Marbles) into a quart sized glass jar & cover with 3 cups of whole milk.
2.  Then I put a paper towel over the top, and use a hair band to hold it in place. 
3.  I then put it into the cupboard for 24 hours, gently shaking it 3-4 times or every so often.
4.  The next day I pull out my plastic strainer and a medium glass bowl.
5.  I put the strainer into the glass bowl, and pour the Kefir in to the strainer.
6.  If some of it is to thick to go thru the strainer, I gently shake the strainer, while it's still in the bowl of Kefir
     and some of the thick kurds wash into the bowl away from my grains. 
7.  Once I get only the Kefir grains remaining  in the strainer, I use a plastic spoon to put them back into my 
     glass jar for the next batch.  
8. I pour the fresh Kefir from the glass bowl into a glass jar. I add 1tsp vanilla & 1 Tbs. honey. Stir it well,
     and then refridgerate for 2 days to mellow the taste. 
9.  After 2 days, I make Kefir smoothies or ice cream or just drink it. 
The only time I notice its really thick is during the straining process. After that, its more thicker than milk, but not as thick as yogurt.
Am I doing it right?