Chess is a historical, complex, and entertaining pastime, game, and sport. There are three key things you can do to improve your game: play, study, and get involved in chess. If you're having a hard time enjoying the game, it's most likely because you're not doing one of these three things.
If you are to improve your chess skills you will need to play a lot. This means winning losing games. Just keep in mind that the important thing is to learn something from every win and every loss. There are lots of places to play. You can play at your local club, online, through email, through regular mail, with friends and family - you can play chess anytime, anywhere, with anyone.
In addition to playing, you need to study if you really want to improve. Start by learning the rules and the basic principles of the game such as controlling the center, developing your pieces, attacking and defending pieces, and the piece values. You can continue your education with detailed tactics and strategies. Save the openings until after you've taken the time to fully understand all of the elementary tactics and strategies. Learn to play sound and solid chess, and ignore cheap tricks or easy traps. Once you understand tactics and strategies, start learning some opening systems and endgames as well. Make sure you study master and grandmaster games so that you can learn what the best players are thinking and doing when they play.
Playing online and reading books by yourself will quickly become mundane and lack the excitement and joy the chess is all about. Get involved! Teach a friend how to play chess. Go to your local club and play. Play in over-the-board tournaments. Teach chess at a school. Get involved somehow and you will see that chess is more than a game - it is a great community as well!