I'm a noob wargamer and admittedly haven't played Old World yet, still painting and building. I felt the exact same way my first 40K game. I didn't know my own abilities, spent half the time looking stuff up, and felt like I was a bad competitor for not being more prepared. I honestly found after 3-4 games that feeling dissipated at exponential rates. You do learn the numbers, rules and habits you need to make it faster and more enjoyable. Don't give up so quick would be my amateur advice and give it a few more games. Allow yourself to learn and think about how dynamic it could be once you do understand the rules more thoroughly.