The sounds of the language sound weird to your ears. Even if you try to focus intensively on what native speakers are saying, the variety of sounds, different grammar structures and unintelligible words make it a frustrating experience. Don't worry, this is normal. At this point, many may think that learning Thai is impossible. I guarantee it is not. Almost every student has started with similar feelings and eventually succeeded. It is just a matter of allowing your brain to naturally absorb the language.