Probably the most challenging (but the most interesting!) part of the IR training program is Instrument Approaches. This is that phase of a flight when we change from enroute portion to landing, and it requires even more attention and better multitasking. In theory I know how to, but in practice it does not go so well.
Instrument Approach consists of flying by some reference track on dedicated altitudes. Sometimes it can be a published track, sometimes ATC can provide vectors (compass headings to maintain). Initially it seems that the time goes too fast to do all required stuff. I remember a very similar feeling on my first aerodrome circuits. Everything should come with more practice, but it takes time and effort.
Even without visual aids the feeling that you are in the air, and you are controlling a miraculously flying machine, is really great. The happiest moments in a human life!