Depending on the characteristics of your terminal program, when you press a cursor key it sends a sequence of characters starting with the ESC key. For example, the Up Arrow key sends the three characters ESC [ A. With vim in input mode, pressing a cursor key may terminate input mode when ESC is seen, and the subsequent characters may be interpreted as vim commands. Since it exits input mode, you need to press i again to continue inserting text. Perhaps this is what's happening for you.
Check if your terminal has options that can change the emulation, such as VT-100, VT-220, or a setting that specifies what is sent when the Backspace or Del keys are pressed. Changing those settings may get the behavior you want. If you're using the native Windows command console, you probably don't get those options.
You may have to avoid using the cursor keys in input mode. Press ESC to exit input mode, then move the cursor, then i again for more input. That's how us old-timers had to do it before vim got smart enough to interpret the cursor keys in input mode.