Why is learning another language so hard?

The basics of any language are easy. That's the strict grammar and vocabulary that you can use to be understood by anyone with the language.

However, movies and even books are often written/spoken idiomatically. So, to a newbie in the language, they don't make sense.

So, it's not that you are doing anything wrong -- you just need to get into the idioms and vernacular of the language.

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Understanding the spoken language is the last stage of learning a foreign language.

Writing is much easier because you write what you know and you can take your time.

Speaking is not too difficult here again you use what you know.

Reading is pretty good and you can take your time.

Russian is a Category II language, with a quite complex grammar, and it takes even a good language learner about 1100 hours of intense learning and practice to master it. Among European languages, only Finnish, Estonian, Hungarian and Basque are harder.

If I were you, I would use a good systematic language course. A good example would be the "Colloquial Russian" series from Routledge : http://www.omniglot.com/books/language/russian.htm

Because most national languages serve to exclude outsiders, and because different peoples invented different grammars and non-literal speak.

Russian is pretty challenging for native speakers of Germanic languages. You can make it less challenging by learning Esperanto first

Once you reach 4 or 5 years old, your brain doesn't absorb new information quite as easily - and it only gets worse the older you get. Most Americans don't start learning a 2nd language until high school, whereas most other children start 2 or 3 languages while in elementary school or even earlier.

Second, Russian is one of the more difficult languages to learn for people who speak English natively. The reason is that Russian is quite different from English, German or the Romance Languages both in terms of pronunciation as well as grammar.

Regardless off what language you are learning, the keys to improving are PRACTICE and PERSISTENCE. Especially by speaking with other native speakers. This will help with your pronunciation, speaking, and listening abilities. It also helps you learn local accents, idioms, and slang - stuff that most text books don't cover. The best way to practice would be to actually travel to Russia and live there for at least 3-6 months. In this situation you will have no choice but to use whatever Russian you can muster - and use it all the time. Unfortunately this is quite an expensive method.

If you can't afford to go live in Russia you can still practice a lot. Try reading Russian newspapers online or other websites. Find Russian speakers near you and practice with them.

Download HelloTalk on your phone or tablet. This is a free app that lets you connect with native speakers of the language you are learning. It's basically a conversation partner app. You help someone in Russia learn English, in exchange, s/he helps you with your Russian.

Meanwhile, listening to Russian music, or watching Russian TV shows or Movies is also a good way to practice. The fact you can pick out a few key words here and there shows you're making progress. Soon you should start to pick up entire sentences, and continue on from there.

Listening to music and watching movies is good practice to improve your language understanding levels. But, it is very important to form a sentence and speak with native speakers. Learn the basic grammar principles and start talking with native speakers. So that you will get confidence. Learn new words and start using them in speaking. Practice and practice more to become fluent in speaking. All the best!

First off you've started with probably the most difficult European language to learn so don't be too hard on yourself. Why not try something easier, Spanish is good, and gain a bit of confidence and technique
If all else fails just remember one word of Russian - Pisdah! It's probably all you'll ever need to communicate effectively - in Moscow at least!