I agree, my wife has recently become a macbook pro owner, she sat and watched those videos and was even able to show me a trick or two I'd not known.
Anyone who just expects to pick up a new system and be a genius at it over night is a bit of a fool.
It took me 3 months with my first mac before I finally stopped battling the system and did things the way it suggested. Know what caused me to relent? I was cursing because I couldn't find a software feature. I was bloody certain it should just be there and just work. I was looking in the menus, in right click menus, it turns out the item was a toolbar button right in front of me.
I have to be honest, 3 months even seems fast! Ive had my MBP for a year and still find tips and tricks I havent learned yet. But you are right, you cant go into this thing comparing it to Windows and trying to do things like Windows would.