737 and Autopilot

I'm not a huge fan of the jumbo jets, I feel like they're bricks with wings. I know it takes practice and patience but I actually have a different question. I have tried flying the 737 numerous times, and After picking my destination and my arrival airports I've noticed that the autopilot is for crap. On the Cessna Longitude, and other smaller planes you can select autopilot and pretty much walk away, maybe do a few things, and come back, and reliably the plane is still on course. With the 737 it seems that is not so.

I'm not sure what I'm doing wrong but, even after the 3rd update it refuses to follow the flight plan. It either circles, till it stalls, or does something similar. The autopilot does work if you do it manually. Check your heading, and set it set your altitude etc. But it won't let you use GPS. Is this a thing or is it really so complex that only a trained commercial pilot could use it? Any suggestions?

Sorry I meant 787, but I'll see if that helps.

Quote from WildBilly

Check to make sure your using the GPS setting and not the heading setting. You can assign a key in the controls for this. I use Left ALT G. You can switch between the two then.

It worked, thank you.