Zend Framework is hard. It wasn't built as an entry level framework, knowledge of the concepts involved is assumed1. That said, the first requirement for Zend Framework 2.0 is to make it a little bit easier:
Ease the learning curve
In late 2009, we did a survey of framework users to determine what they use,
what environments they use, and what their needs are. The top issue, bar none,
was the difficulty of learning the framework. Some of these issues include:
- Difficulty in the "first hour" with the framework.
- Uncertainty about the "next steps" following the quick start.
- Inconsistent APIs in the source code itself. One component may use "plugins," another "helpers," and yet another "filters."
- Uncertainty about where extension points exist, and how to program for them.
- Confusion over whether they can use Zend Framework only as an MVC stack or as individual components.
So it's not just you, it's hard for everyone - read the whole wiki page, there are quite a few things that are identified as unnecessarily complex. But even if the above requirement is fulfilled, still it won't become an entry level framework, meaning that it's not a framework you should be learning on, but one that you should be using when you've actually understood the concepts involved.
Since you are still learning, it would be a lot more valuable to build your own MVC architecture. Rasmus Lerdorf's notorious2 "The no-framework PHP MVC framework" blog post gives a very simple and clean example of MVC through procedural PHP, without any framework or other third party library involved.
But if you really want to learn with a framework, you should consider a micro framework instead of a full blown one. Slim has a very small, clean and thoroughly tested code base and it should be ideal for learning. I haven't played around with any other micro framework, you should do your own research and decide which one is better for you.
And for a quick and dirty introduction to routing, see my answer to this question. It's not a very hard concept to grasp, but Zend Framework does make it look like a lot more than it actually is.
1 The best description I've read for ZF is that's it's a framework building framework, not an application framework. It's raw power and extreme list of features aren't suitable for small to medium websites. Unfortunately can't really find where I read that.
2 Read disclaimer at the top of the blog post.
Update, inspired by @Karpie's comment:
A framework is not supposed to be hard, the whole point of a framework is to make things easier. It's possible that even with a firm grasp of the concepts involved, ZF is not a good fit for you.
There are a lot of subjective factors involved when choosing a framework, and unless every other framework lacks functionality you absolutely need - and can't write on your own, you should avoid ZF and use a framework that feels more natural to you.
If you know the concepts, the framework shouldn't be getting in the way.