I'm Northern Italian and cook polenta often. Try mixing the cornmeal flour with half water, half milk, butter (in the water) and salt, and after, add cheddar cheese to it for a more creamy consistency.
Pour the cornmeal flour slowly over boiling water/milk, stirring continuously and vigorously with a whisk, until the desire consistency. Lower the heat, cover and let it simmer for a few minutes. Add the cheese (if desire). Be careful not to burn yourself while you pour the cornmeal, as polenta tend to spit. You can also let it cool down, and cut it into slices or cubes, and sauté them in butter or lawyer it like lasagna. Polenta is better served with ground beef sauté in onions, and cooked in a tomato sauce with fennel seeds, but anything goes.