Everything is difficult before it becomes easy. That said, as long as you understand the basic structure of pilot radio jargon, you won't struggle for long. Here's the secret:
There are only THREE types of Radio Communication with Air Traffic (Control). I will tell you why I put (Control) in brackets a little later on.
Instructions
Clearances
Information
That's it.
Instructions are the things Air Traffic Controllers, (ATC), say that you must repeat back verbatim, i.e. word for word, like a good parrot. It helps if you understand what you are repeating, because once you have repeated it back, you must then do what they instructed.
Clearances are official authorization for something to proceed or take place. There are six types of Clearances given by ATC.
Departure Clearance
Take-off & Landing Clearance
Change in Flight Level/Altitude Clearance
Change in Route/Heading Clearance
Arrival Clearance &
Approach Clearance
With the exception of the take-off and landing clearances, most of these clearances are reserved for IFR flying. As a VFR pilot, however, you can expect a Departure Clearance when you plan to enter a second controlled airspace directly after departing your current controlled airspace. An example is when climbing out of a CTR directly into a TMA. You must repeat this back to ATC verbatim. You know it's a Clearance, and not an Instruction, because ATC will start with a phrase that includes the word "CLEARED".
Departure Clearances give you quite a long series of Instructions, and unless you have done it a lot, it is easier to write it out in short hand as you are being given it. ATC will ask you "ZS-ABC, are you ready to copy after departure clearance?" You then say "Affirm" or "Negative" or "Stand-by" or "Go ahead".
Information is something you may acknowledge with your call sign, if it is given in isolation. If it is given along with an Instruction, then just read back the Instruction, and finish with your call sign.
Sometimes you are given a reminder, like "remember to cancel Search & Rescue". You can respond to this with "Wilco", followed by your call sign.
(Control)
Air Traffic (Control) is only CONTROL when you are flying in a CONTROLLED airspace. Many airspaces are not CONTROLLED, but are INFORMATION airspaces. They will also have an ATC talking to you, but, because of the airspace classification, you will inform him of what you are doing, as opposed to asking him or permission to do something as you would in a controlled airspace. Understanding these airspaces is one of the many parts of your Restricted Radio Course.
Hope this cleared things up!