Do remember you are spending a lot of money! Along with other posters, I assume it is not your own, therefore you should be doubly careful.
1) Whenever in doubt, DO NOT FLY. As already said, flying and learning should absolutely be fun. It is too expensive to be anything else, though we shouldn't expect a nice little effortless walk in the garden, either. It has happened to me in early learning to take off, with the instructor in control, and on the first circuit downwind I decided to stop. No problem to the instructor: he landed us with a smile and wished me better next time. Exactly as he should - I am still grateful, for this and other moments of his fine gentlemanship.
2) If/when a particular plane, instructor, aerodrome do not please you, for any non-whimsical reason, look around for alternatives.
And do whatever you can to gratify your sponsors. Perhaps they'll enjoy technical descriptions of your progress, more likely they only hope to see you smile. Most sponsors will however be glad to be named and praised at every occasion - and deservedly, too. Don't forget them!