Being able to throw and catch with both hands and swap hands quickly will make you a better player.
As you catch the ball in the lacrosse stick head, let the stick give as it receives the pass. This means dropping the head back with the ball which should prevent the ball from popping out. This is similar to manner to how you would let your hands give with the direction of the throw to prevent a thrown egg breaking.
Make sure you are always aware of the location of the ball by facing the passer.