Start with knowing what is "normal". On almost all mobos, when the system boots up (or wakens from "sleep") the mobo headers first tell ALL the fans to start up at full speed, so be SURE they start. After a short time (5 to 15 sec) they get a reading on actual temperatures from sensors and slow down the fans to whatever is needed. If the temperatures remain low (often at low workloads) the fans will stay slow or get even slower until rising temp measurements call for more cooling.
Now, all of these systems have settings for what fan speeds will be required for what temperatures are measured. For the CPU cooler, the temperature to be used is the sensor inside the CPU chip. The mobo CPU_FAN header is always tied to this sensor, so that is why you MUST connect the CPU cooling fan to the CPU_FAN header. Then, on this and almost all other headers, you have a choice in BIOS Setup for how the fan speed control is done. The most common and generally best choice is the "Normal" or "Standard" option. In this a set of pre-programmed values is used for the automatic controls. I suspect that is what you are using, but maybe not. There usually are two fixed-speed settings: Turbo or Full Speed, and Quiet or reduced speed. Fourth common setting is "Custom" or "Manual". With this option you do get automatic control based on measured temperature, but YOU get to set the graph of fan speed versus measured temperature, rather than using the pre-progammed values. If you use this and set the minimum speed at lowest temperature too low, the fan may stall and fail to re-start until the temperature rises significantly and calls for higher fan speed. (Is this what you did - you said you copied all your friend's settings?) Alternatively, even if you are using the "Standard" setting, it is possible that the pre-programmed minimum speed in their settings is too low and allows the fan to stall. In either case, the solution is to choose the Custom option and set the lowest fan speed at the lowest temperature to higher speed. That way the fan will never be told to run too slow and risk stalling. If you make any changes like this, remember to SAVE and EXIT from there so your new settings are preserved.