We have talked about this a little before, but here is an interesting Lifehacker link on the subject.
I may have told this story before, but it bears repeating. I learned to skip rope as an over-40 adult. I was working a contract job and living temporarily in a little apartment in a large city. There was no good place to run nearby, and there was not much in the way of sidewalks. Traffic was too heavy to run in the streets as I had often done in my old suburban neighborhood. One day after work, I stopped in the local K-Mart to look at exercise equipment. I thought about a stationary bike but didn't want to invest that much for a six-month stint. My eyes fell upon a cheap jump rope, and, since I had a ground floor apartment where I wouldn't disturb any neighbors, I thought I would give it a try. It looked for a time like I had made a mistake. I simply could not get more than one or two rotations without tangling up. But I kept at it and became decent enough to later fascinate my granddaughter with my footwork.
While that's a trivial accomplishment, the principle is the same no matter the knowledge, skill, or expertise one is trying to acquire. As one of the comments on the link points out, you are not wasting time and material in learning, you are investing, and if you are afraid to invest the necessary resources, it is difficult if not impossible to advance. Shooting, for example, is best learned while "wasting" ammunition. You don't have to use the expensive ammo for practice but be profligate with the cheaper stuff.
On a side note, with regard to jumping rope, over the years, I have noticed that my ability to catch thrown or falling objects "instinctively" has improved. I attribute that to the coordination required for jumping rope, and it is also a very good -- though high-impact, aerobic workout.