I'd like to tell you a little story, if you have the time to read it.
Since I was a kid I've been fascinated by the idea of turning fluff into string. I remember Mom showing us a little envelope containing wool (I think for a literature discussion) and how while she wasn't looking I tried to twirl a little piece of it into string with my fingers (it didn't work).
When I found out that people actually do this, I got really excited and fixated on the idea of spinning. I did a bunch of research on the internet, looked up spindles (people spin with weighted sticks? I thought they used wheels!), calculated how much it would cost me to start. I figured around fifty dollars for what I wanted. But I didn't really have that kind of money to blow.
I saw a thread on Ravelry about someone getting used to their first drop spindle by plying commercial yarn, and something else somewhere about spindles made of LEGO. There's a lot of LEGO in my house. I built this at the end of April:
My 20g LEGO low-whorl spindle darling. With it, I plied commercial yarn twice and respun a length of Lion Brand Homespun (nightmare to spin, but looked cool).
With graduation money this month I purchased my first "real" spindle, a Schacht 2.2oz Hi-Lo, and a sampler pack of 8oz wool top from Nerd Girl Yarns. The spindle arrived on the 11th. To play with it, I pulled out more commercial yarn and did ply-on-the-fly with it as a top-whorl for nearly 40 yards.
The fiber arrived on the 15th. I emptied my spindle, petted the fiber for a while, and then picked up the Corridale and started to spin using park-and-draft. I've done about 3g so far, a mostly very very thin uneven single.
Last night I was out at a Shakespeare In The Park production with my best friend, demonstrating to him (and anyone else who may have been staring at me) my spinning skills. At some point during the evening I realized I was spinning suspended with no problems.
From my first time to suspended spinning in two days. Perhaps I'm naturally good at it, but I doubt it. I choose to attribute my success to the fact that I spent two months playing with a homemade spindle and commercial yarn, learning the motions of spinning, and then two days teaching my hands to draft.
So really, if you're starting out spinning and getting frustrated with it, play with a spindle and a ball of yarn for a week or so. You'll have some darn cool yarn, and you might find spinning to be easier.