I'll wait for Chris (@ccstone) to jump here. He is the master, and has a great list of resources.
But I will say this: It is NOT easy, and it is a subject like learning a foreign language, that you have to stick with and use on a daily basis until you have grasped the fundamentals. Like math, only worse, if you don't use it, you lose it.
Speaking of which, hey Chris, how about providing a RegEx course for fee? We could all learn so much.
Good luck to us all.