When I was a kid, I remember how excited my family got around the time of the Super Bowl. If you're not from the United States, or just are not into football, you might be able to relate to a similar excitement with the World Cup, or the Stanley Cup, or the Olympics, but the Super Bowl makes a really good example because of the complex rules involved in the sport.
I remember understanding the excitement when the home team crossed the goal line, and the frustration when the other team did it, and very little else. I didn't understand what it meant to be off sides, or to make a false start. I had no idea what constituted pass interference, or intentional grounding.
Understanding comes with exposure
There was a lot to know, and I didn't understand any of it. I only know that we cheered when our team got the ball, and when they moved that ball over the other team's goal line.
But over time, as I was exposed to the game, I began to understand. When you see the same thing happen dozens of times, you begin to recognize it. Over the years, watching football, I've learned all the rules. I know what the call will be before the referee makes it. I see the game differently, and I understand it.
The same thing happened with hockey. Until only a few years ago, I didn't care for hockey. When I started watching it, I couldn't understand why people raced to the opposite end, only to stop. I didn't know what those lines on the ice meant. But after watching with great interest for a few years, I reached a point where I understand the rules and I recognize the plays as they happen.
It works the same way with any big new thing: designing a web site, rebuilding an engine, photography, programming a computer, and of course, learning a language.
Learning a foreign language — like any big new things — doesn't make sense at first. In the beginning, the only thing you're aware of is how completely lost you are — you don't understand anything!
Just get interested, understanding will come
It's not going to make sense at first. And worse, it's probably not going to make sense even after a few weeks. Perhaps the hardest part of learning a language is getting past the stage where it doesn't make sense.
The best way to do that is simply by finding some way to stay interested. With photography, for example, you can still make photos even long before you know what an aperture is, or its relation to shutter speed. And in the sports examples I made above, knowing when my team scored points was enough to keep me interested while I learned to understand the intricacies of the rules.
If someone had simply shown me a book of rules for rugby, I would be thoroughly uninterested in it, but after 10 minutes sitting in a bar in Barcelona, watching a rugby match, I was hooked. And you can do the same with language!
Spend 10 minutes actually saying "hello", "how are you", "my name is", with someone in their language. The excitement of speaking, along with understanding responses, will give you all the motivation you need to get through the vocabulary or grammar studies.
Learn to say basic, useful things at every opportunity, because those are what will allow you to use the language and keep you interested while you're learning the more specific things. Studying vocabulary or grammar are boring enough anyway... they'll be even worse if, while you study them, you're constantly thinking about how little you can actually say.
Give yourself things to say. Eventually, the rest will make sense.
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