It is indeed hard at times and I think most of us are in the "average" area of the bell curve so don't be intimidated by the people who "appear" to breeze it. In reality, they are probably finding it tough too, however some are better at blagging it out and putting up a front than others. One lesson I learned in my teenage years is do not ever be intimidated by those who can talk the talk. I found out that bluster and a sharp suit means sod all when it came down to the business end of things, but that's a little digression.
The training is hard at times, can be quite laborious at times, and indeed requires alot of concentration in the early stages. My advice would be to talk to your instructors to identify the weak areas, and then, and this is the devil in the detail, analyse your weakness then work and work and work your backside off at the detail of where you are weak. If it's related to ATPL knowledge, get your head in the books and read and UNDERSTAND the point, even if it is scary! And if it's flying you're struggling on, have your dinner then sit in an armchair and fly the plane in your chair, again and again and again, even make the bloody noise of the engine if it helps
When it's time to raise the gear, raise the gear with a simulated movement, get the checks in your head, always think ahead to "what's next???". If you can keep ahead of the game and the aeroplane, it makes life so much easier, and this comes with repitition repitition repitition, and you don't need and expensive hourly rate aeroplane for this, and armchair is sufficient, seriously.
I'm at my second airline now, and all through my career and initial training especially I have sat my arse in my chair and gone through the routes in my head, doing the checks when I need to, and ALWAYS ALWAYS , thinking "what do I need to do next?"
Best wishes to you old son, keep positive, but work work work, detail detail detail, and as the footy managers say, you concentrate on your game, sod what the others are doing, they will have their own problems dont worry about that.
Good luck.