1) The most frustrating thing about learning how to code for me was getting my IDE or environment set up to work with whatever tutorial or book I was working from. Figuring out what the cryptic compiler errors meant was sometimes insanely difficult.

2) Some of the more helpful things for me were the Head First series of books from O'Reilly (Java and C# in particular), and having a few experienced programmers in real life to talk to. The one thing I seriously could not have done without, no question, is Google.