I struggle with vanilla and chocolate cakes, I have the moist part down but my chocolate cakes are heavy and dense. I have tried beating the eggs to soft peaks and then folding into the rest of the ingredients but it doesn't work. Even when I try to make a sponge cake, it just tastes eggy and quite dense.

What am I doing wrong? 

i don't know but i would recommend a different recipe -- try this one 

https://www.hersheys.com/celebrate/holidays/recipedetail.aspx?id=184

and if you want it with an even lighter/finer crumb try it with half cake flour and half all purpose flour -- for full disclosure i've only used all purpose but if you want to try it the cake flour would make it lighter

best to you