As a beginner, what should I do when I'm frustrated with a particular art medium?

I've recently been trying oil pastels because I liked the style but when I try to put it on paper, I feel frustration with my efforts and dissatisfaction with the effects I produce. Was oil pastels a bad place to start as a beginner? Should I cut my losses and try something different or should I double down and keep trying even though it's causing me stress?