As you obtain more flight time within controlled airspace you will gradually realize that there is a fairly limited list of subjects in the routine pilot-to-controller-to-pilot dialog. You will get good at learning how the usual subjects transpire, and you will learn a stock of standard phraseology that you can be use to negotiate. It takes some time. Everyone has to learn the lingo at some point.

One trick I have found is, when you are receiving an ATC instruction take your eyes off the panel for a second and fix your gaze somewhere that is visually neutral in the airplane. Let your mind simply hear what the controller is saying and do only that. Switch to hearing and not seeing for a minute... just hear. You will be amazed how much easier your apprehension is using this technique, and with clear hearing comes a natural response. It takes a little time to develop and it is a skill. And as HSLD points out, you need to practice to get good. Armchair flying with a walkie-talkie on ATC might help, as will flying in controlled airspace a lot.