Agreed. I started working out about 7 years ago and have been pretty consistent with it (2 weeks off for holidays here and there, but in general I always go 4+ times per week) but it has never been easy for me! I've gotten much stronger and more 'used to it', but I've found if I challenge myself when working out and give as much effort as possible, my muscles are sore most of the time but I do feel and look better than I used to, I've also found it easier to do mountain biking and playing tennis etc.
Get access to a good gym and read up on basic training and nutrition at a site like T-Nation and good luck!