Just to be clear, I'm not an expert programmer or anything, I just graduated and am finding my way into the game industry myself.
I've also tried a few times to learn programming by myself, but i always think that is too difficult for me or just a waste of time.
When I first tried programming, I had the same attitude as you. I was convinced
that I would never understand any of this crap. I'm pretty bad at math and I was sure that that was my downfall. This is already a bad start, thinking about failure will result in failure.
I had an actionscript class in school, where I had to get a positive grade or else I'd be kicked out of school. This pressure was what made me push through. The beginning is horrible, where you don't understand anything, but once things start coming together it's great.
You just need to pull through, it can take anywhere from a month to a year before it becomes enjoyable, but as long as you keep trying it will work out.
My first question is: “What's the first programming language you've studied?”
I started which actionscript 3 in school, which still seems to be the best language to start in for me.
The second one: “Do you know any tutorial/books which can help me at learning it?”
Not really, you only need tutorials when you want to figure out a certain technique, like collision detection or physics. I don't think a book can help you start with programming, you need experiment with it yourself and go at your own pace.
I was lucky that I had a great teacher to help me with the basics. As soon as you understand those, you move on on your own.