How long have you had it? New strings usually take a day or two to stretch and hold tuning for longer than a minute or two. THe first day, you have to keep re-tuning throughout the day to stretch them. Nearly impossible to play anything the first day. Tune up a half or whole step too much when you go to bed. The second day, they will hold tune for a short time. So you'll have to re-tune a lot to play or practice anything,
By the third day, your string should hold tune for a n hour or so. Depending on the strings, maybe even most of the day.
Sometimes strings can take a week or two to completely settle down. But you can play them just fine during that period.
The strings that came with your Sidekick may be cheap Nylon knockoffs. One of the best upgrades you can make for your instrument is to buy some good quality strings for it. (Aquila, D'Addario, Worth, etc.)