Sg's advice is gold; even the stuff that seems to be trying to convince you to give up.

When I started my journey into steelhead fly fishing, I spent a lot of hours fishing the wrong water (or the right water on the wrong day). After a year, I was convinced these fish were ghosts that only showed themselves on the luckiest of days.. Everyone seems to go through a similar phase early on, in which they give steelhead far too much credit for intelligence and wariness they really don't possess in larger quantities than a common rainbow trout. Indeed, I've learned that finding a fish or two is the single most important factor in success. All the other factors (casting, presentation, etc.), while certainly important, are a comparatively small part of the challenge.

Have fun out there. If (when?) You get frustrated, hire a good guide. This won't giarantee you any caught steelhead, but it will teach you a lot about the water you should be seeking and what techniques help you get your fly where it needs to be and fishing effectively. If you have a great day, you'll have learned where fish hold in that particular river... at least during that time of year and at those flows. Change the timing and conditions, even slightly, and the places you were hooking numbers that day won't hold anything. That the variables are so many and so inconsistent, coupled with fewer fish present than ever before, is what makes all steelhead fishing in the modern era challenging. As Sg told us, swinging flies limits the holding water you can fish more than most other methods, and that's probably the thing that makes fly fishing for them especially challenging.