Good start and very patriotic! Looks like you need to either:
Set a 'safe Z' height in the software where the tool knows it is clear of the workpiece (I use 20mm) before it jogs to the next cutting location
Check your drawing, toolpath, or gcode to see if you have lines joining where they shouldn't
Check you are not loosing steps

If you get stuck, post a video or description and someone will get you going.

Watch that MDF dust as well, bad for you!