I've had similar experiences with DNN that Josh has, I would try it for a site I was building for a community project but run into frustrations, or be petrified I was going to have to spend millions in modules and skins. I would give up, and just move on going back to my security blanky of asp.net 1.1 / 2.0 and basic html. Well then one day the boss says we are moving all our site to DNN, so I was forced to learn it now. All I can say is I took it slow and learned it piece by piece. Don't try to load a site build it with a custom skin and program your own modules. Instead load it up play around and experiment with it a bit. Ask questions to the community. As you spend more and more time working / playing with DNN you start to understand just how wacked up Shaun Walker and team are, but you also start to see how the overall core vision is just brilliant as can be. Then one day you will be reading a blog or some documenation and BAM it all hits you and suddenly you gain that 3rd eye and can really start to understand just what is really happening behind the scenes of DNN. Its at that point you become really annoying to everyone well not really, but you start posting 100 times a day cause your a machine that is craving more information.
I am by no means an expert on any level, b/c I have only been working with DNN as a focus for about 3 months now, but in that time I went from being able to load a module into a page, to being able to build my own custom skins and starting to work on modules. I also know some best practices to use as well.
The best advice I can give you is take it slow and move forward when you are ready. The good ole saying: "Don't bite off more then you can chew" really applies to DNN.
Lastly please annoy the heck out of people by asking every question you possbily can think of cause I learn so much about DNN by everyone asking their questions. I try and answer what I can but also read and gain knowledge from others questions.