When I was a beginner I would agonize over every move and drive everyone crazy. Eventually after enough games I started to recognize some patterns. If I were to do it all over again, I would just play as many games as I could, all the way to the end, not worrying too much about winning or losing as much as just absorbing what is happening.
I'm not a chess master, but I did beat a guy with a knight tattooed on his forearm, so that has to count for something :P
I have a much better time with action or racing video games precisely because the feedback loop is very tight. Finally figured out that I should try chess puzzles, increasing the length gradually.