Me thinks the first thing I would be doing is changing instructor!
Firstly, you should have had a long briefing on all the science behind it, how to actuate the controls, what to look for and COMMON errors to avoid.
Secondly, you should have had a pre-flight brief to remind you how....
Thirdly, he should have demonstrated a turn then taught you the entry, maintenance and exit from, at each point allowing you to practice that small element. He certainly should not just be sitting there watching you struggle.... he should be analysing your performance and correcting the mistakes as you make them. If you haven't got it after two or three attempts he should br re-teaching....