A quick look at your submissions/comments/profile reveals that you're clearly not in the 'just won't get it' category. Some get things faster than others, but the key is to keep at it; soon things will start making more sense.

Eric Raymond's advice might be helpful (you've picked the right language to start with!) http://www.catb.org/~esr/faqs/hacker-howto.html#skills1

I wouldn't worry about SQL right now. If you feel overwhelmed, drop it and pick it up again after a week or two. Repeat until unnecessary.