If you're trying to learn DirectX, what has been the most frustrating part of the learning process? Is there anything that could be done to mitigate the excruciating learning curve associated with Managed DirectX? If you could have an article on any beginner DirectX topic magically appear on your computer screen, what areas would it cover?

If you've been working with DirectX for some time now, what were some of the struggles that you encountered at the beginning? Is there any advice you'd want to pass on to those who are just getting started?