Should I just push on through?
I'm finding the material quite challenging. I assume this is natual. How long should I expect to be doing this before it makes sense?
It depends. Everyone learns differently and programming asks you to think a bit abstractly which is hard. It makes you think less about the solution than the how to get to the solution. Programming is often telling a dumb machine how to solve a problem that you can do intuitively. Ask lots of questions. We are here to help as we've all been where you are. Practice what you learn. Try writing code and playing with the things you've learned. seeing it in action really helps.