737 Type Rating Instructor here,
Many cadets with no prior flying experience struggle with this so don't feel too defeated, it's perfectly normal! An exercise I get all my students to do as an introduction to SE handling is a simple SE acceleration and deceleration whilst in level flight. You'll get to appreciate the relationship between thrust and speed with respect to rudder authority so if you get the opportunity, ask the instructor if you can have a go at this. The basic principles you should hopefully take away from this is at low speeds and high thrust/power settings the rudder is not as aerodynamically effective and with the large asymmetry from the engines you will be required to make large rudder inputs. As you accelerate and as the rudder becomes more aerodynamically effective you'll gradually have to squeeze off the rudder and once you hit your target speed you'll be required to reduce thrust/power, consequently you'll have to ease off the rudder whilst maintaining balance.
Repeat those acceleration/deceleration exercises as many times as you need to and try to be as disciplined as possible in maintaining your heading, altitude, keeping the slip indicator centred as much as possible through a good instrument scan and through repetition you'll hopefully find that you'll have a better appreciation of single engine handling and the relationship between thrust, speed and rudder input. Once you've mastered this, doing single engine exercises on departures and approaches will come a lot more naturally and you'll have the capcity to focus on other things.
Best of luck with your training, and try to enjoy it as much as possible
