Fellow drawing/concept art beginner here, bought myself a tablet too despite having practically zero experience with drawing (though that was also because I could use it with blender). I had/have the same problems as you, with being intimidated by the courses and exercises and I’ll share what I’ve learned/discovered, albeit what little I have.
Whilst my end goal is to primarily use a tablet to draw art with software like Photoshop and GIMP, I think @baukepost is right in that having a fundamental understanding of traditional drawing is vital. I’ve personally been using the website Draw A Box which teaches you the absolute basics (and some more advanced subjects later on) for free (though you need to pay to have your work critiqued by the website owner, but can post it to the subreddit instead) and I’d concentrate on this for now, learning things like posture, how to draw straight lines , 3D perspective among other things is universal in art and will greatly benefit you when you decide to put down the pen and pick up the stylus (website link: http://drawabox.com/lesson/1).
This will take a bit naturally, I’ve been doing it for about 2-3 weeks now and whilst I’m not drawing characters or environments yet I’ve noticeably improved, and this is something you’ll forever be improving over the years. If you do this I’d recommend you log/date your practice, so you can compare when you started to how you’re faring now.
I haven’t done much of the digital art courses yet, but I understand how you feel, though personally I feel (at least with me) it’s more to being unfamiliar with the software and the more you become familiar with it (and the more you practice traditional drawing) the better you’ll become accustomed. Hope this helps you in some way!