Yeah, I hear yah. It sucks when you like a game, but you're just patently not all that good at it. I really liked Warcraft 2 when it came out, and wanted to play with all my buddies, but...I was so bad at RTS games. Still am, for the most part >_< Just not my cup of tea :S
Well, I did get better after DMC2. God of War 3, Ninja Gaiden 2 Sigma, and a revisit to DMC4 kind of told me I could handle playing "legitimately" on normal difficulites, though DmC's hard difficulty, Nephilim, seems more like normal and Son of Sparda from my experience playing the demo wasn't that hard. Metal Gear Rising is sort of like this... Then again, DMC2 was either frustratingly passive to boring easy. Still, those games did have cheap things like falling off the cube in God of War 3 and having to repeat it for about 3 times.
Metal Gear Solid 3 was basically this. It was my introduction - boot camp - to shooters and their mechanics. Hell, it was where I learned how to use iron sights - I'm serious here. After that, lots of shooters became a breeze except for cheap crap like infinite spawns. I had to backtrack and run circles when I played the oil rig mission in Modern Warfare 2. If you're wondering why I bothered with Call of Duty, it's because I wanted to try it out after being on the Battlefield bandwagon and anti-CoD bandwagon. Frankly, it's a good game and series that anyone could enjoy, which also applies to any game.
The only games I have yet to be decent at are 2D Mario platformers and top-down view games like 2D Zeldas. 2D games are fine like Muramasa: The Demon Blade and Dragon's Crown are okay, but you have many ways to defend yourself than in Mario which consists of stomping and offensive power-ups. I have never beat a 2D Mario game or 2D platformer I can think of, but I think I did beat the original Contra once. Yeah, when I have weapons, it's all fine and dandy, but when I need to do precision jumping in 2D platformers, I'll either miss or run right into a Goomba. For 2D Zelda-like games, I think it might be the perspective and learning to get used to it.
Can't say much on RTSes since I don't play a lot of them. RPGs are more of learning the mechanics, stats, where items are, etc. and luck. Yes, luck. Sometimes you can go through an area fine, but the next one might screw with you since random battles are annoying and save spots love to be far and few. That said, many games have RPG elements or are considered RPGs, so it kind of depends on what RPG.