You're probably using the "Pencil" tool. In most programs, when they mean a pencil, they really just mean something with no feathered. Use the "Brush" tool. If you're already on the brush tool and it's doing it, it's most likely your brush settings. If that's the case, just try using random pre-sets and experiment :P
You can try, firstly, drawing the outline with the brush, filling it with your paint bucket, then cleaning up what's left -- essentially doing the outline twice. That's what I do.
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