This is a very widespread misconception (straight-talking people, please excuse the euphemism). If some things are really difficult in a language (genitive plural in russian, subjunctive in french), most of the rest can be learned in a pleasurable way. Don't begin with studying complicated grammar rules, this will only discourage you and destroy your spontaneity. You should end with the grammar rules, but begin with short, useful phrases that you accept with faith. Same thing for exercises : if they look like advanced physics, something is wrong. The right idea in this misconception is that you can't learn a language without effort, but there's no rule written on a stone that it must be  boring or painful.