Can you play your instrument? By that, I mean can you think up your own song (perhaps by hearing it on the net or something) and then sit down and play? If you're a pianist, at least at first, that'll probably involve some sort of arpeggio in the left hand (that's the rolling or rhythmic motion that underpins a lot of music)
If you can do that, you have an entry into music theory that will resonate much better. In our piano example, what are the cords you're playing? Learn how to chart them out.
Then keep playing.
Over time, you'll develop a feel for how chords and notes work together. As you develop that feel, go back to music theory and see what the official names for what you're doing. Then you get to learn tonics, and how V7s "feel right" resolving into tonics, and so forth. But you really need to already know it, in your bones. Otherwise it's just so much math.
As I was learning piano, I was required to read a lot of music theory. I guess I got it, but I didn't really get it. It was just a bunch of patterns. When I stopped playing for other people, relaxed and started just playing for myself, I got it. I understood the material in such a fashion as not to think about it. Now if I'm riffing on some stuff, I might feel for an augmented minor II or something, and I'll recognize that's what I'm doing. I can tell you the name. But unless I'm in a weird key (perhaps doing realtime key transposition) I don't sit back and do the math in my head as I play. I have a subconscious mastery. Note: although I took lessons for 12 years, I'm no expert. I don't even play the piano anymore. I play _at_ the piano, that is, I use the piano to sing. But it was that mental relaxation that was necessary for me to have all of the pieces come into place.
The wrong way, for me at least, was thinking that music theory was some kind of programming language, where you start with patterns and work towards songs. If I had mastered my instrument, yeah, but that would be after many more years of playing. You don't construct music, you feel it. If you're Beethoven, you can do both. I'm not Beethoven.
Hope that helps!