I agree - its worth the effort. As a relatively new EA player (and old school 90s before that) i feel your pain !
It's important to remember its very different to any other GW game (at least any i have played.) Took me 8-10 games before i really started to see what it was getting at. After the first 3 or i just hated it ! Don't get me wrong - some of the mechanics are still long winded, clunky and un-elegant. Some things seem counter intuitive. But comes together as a very clever whole.
One thing i would say is the training scenarios at a bit pants imho. EA is all about synergy of units. Mirrored forces is good for learning but maybe try using a variety of forces - 1 inf, one tank, one artillery, one assault, one scout or similar. It was realizing that coordinating units is the heart of EA - making them all act to their potential without having their weaknesses exploited - and is why people love it so much.
Also worth remembering : unlike other GW where marines are the "baseline" force, ie the troops everything else is measured against - in EA marines act more like the fluff. They are tough, excel all round and have a special rule for every occasion. I know i remember feeling like i was learning two sets of rules - basic EA and the SM rules. May be worth going with IG (even if proxying) as they are much more "normal." The obvious strengths and weaknesses of IG make the rules more obvious, whereas the all round strengths of marines can hide the concepts.
Finaly, read some battle reports to see how others play.