I've been in the same boat with Blender over the past 10 years or so! I would try it, get frustrated, put it aside, and either find something else that was free or pay for it (Truespace (before Caligari was shut down and it became free), Milkshape, Ultimate Unwrap and many others; 3D Studio Max is simply out of my budget as a hobbyist). Those were all very good and capable programs, but that Blender shortcut was always staring at me on several different desktops over the years. It wasn't until Reloaded came about that I actually took the time to sit down and start learning it. I bought a couple books and also started watching some amazing tutorials on YouTube. An absolutely amazing and powerful program! And it's free!!!
MAME Cab PC: i7 4770@3.4Ghz (passmark 9945), 12GB RAM, Win 8.1/64, GeForce GTX645 (passmark 1898); Shiny new laptop: i7 4800MQ@2.7Ghz (passmark 8586), 16GB RAM, Win 8.1/64, GeForce GTX870M (passmark 3598); Old laptop: i5@2.3Ghz, 8GB RAM, Win 7/64, Intel 3000 graphics