Some good advice there from everfresh. Not much to add but to tell you that tutorials are streamlined, they iron out all the problems, the problems that always come up that will help the viewer follow the tutorials refined workflow. Just remember that in reality this is not how it works. The better you become at problem solving the more productive your be.
When I follow any tutorial I watch it, then watch it back again taking a section of it, then I go off and do it. The way I learn is to teach. This may sound strange but in my mind if I can't teach it I really did'nt get it. I would test myself even if im not teaching it. Id ask myself could I teach it, could I show it, and id simulate that? I would shut down the tutorial, and start what iv been learning from scratch. I did this with Brets rigging tutorials. Watch it, watch i again, do it, and do it several times. Repetition will set it in there because doing it is what helps retain more than using any other senses. Reading is the lowest retention, then seeing, then seeing and hearing is what he get from tutorials. Doing it is the highest way to retain it. If your doing it while simulating teaching it your talking your self through it, try it, it works for me very well.
See if you can do it as if your showing someone else, this really helps me retain it. I found this out years ago when I started making videos for myself in case I forgot how to do it later on, but by doing this I never returned to the videos. I Kept doing this as it helps others but I never end up watching my own videos. Im not suggesting you make videos but follow a kind of workflow that makes you repeat a task as if you were projecting your knowledge away from you.
You need to have a think what area is of the highest interest. Modelling is always a good place to start, this naturally leads to learning Uv mapping, then texturing, then surfacing, lighting, and before you know it you would have learnt something in many areas.
Keep at it ,good luck.
Dan