The Khan Academy course is surprisingly good and has clicked for me in a way that Principles of Corporate Finance has not (today: put-call parity, contango, and credit default swaps). Some notes to self on why:
I learn best through examples and pictures, which click with me especially well. It helps if the examples are colorful and basic. I can somehow relate much more to a farmer's apple futures than to coal futures in the global commodities market.
Don't think that a subject is difficult just because it's explained in the driest, densest way possible. Any truly challenging field takes work (if that's not just tautology), but the base of it can be friendly, conversational, and even fun.
It's worth some upfront work to find the right resource for you rather than sticking with something "good enough." The second-order effect is that I can more easily spend time with a resource I like, since it's fun and less cumbersome.