Depends. Normally I don't feel overwhelmed, but with school starting, I've been a little more time pressed. I fixed that one by popping out my book every chance I got (like bus rides), so by the time I got home I'd finished most of my daily routine.
I've also felt pressure recently as I just cracked my new grammar book open today; suddenly the dialogues are four times as long as my previous book.
And in full kanji. Oh well, at least there's furigana.
I can certainly connect with that feeling of wanting to know the language immediately, that kind of impatience. I forget exactly how I dealt with it, perhaps others can help in that regard. All I can say is relax; learning any language has never been easy, and it certainly takes longer than most other things, such as mastering your favorite game, which may be where that impatience comes from.
Out of curiosity, what books do you study and how quickly?
And while I'm typing out a long response to a relatively new learner, let me list a few tips (I really should practice what I preach here).
1. The best time to study vocab is in the morning, shortly after you wake up. The second best time is before you go to bed. Vocab might be the last thing on your mind at those times, but trust me, you learn a lot faster and it saves you time in the long run.
2. Carry a list or two of vocab words (around 20 to a list). No room for lists? Bring flash cards (few words to a card) in your wallet. Pop them out any time you're waiting for anything (even if it's waiting for the candy to come out of the vending machine).
3. This doesn't apply to you at this stage, but once you start learning kanji, you will want to read stuff such as the Japanese posts on this board. So you pop open a Japanese topic, and suddenly you're flooded with kana and kanji. Your mind thinks, "Aw, screw dat." Do it anyway. Once you've begun reading, it will already seem to be a lot less daunting, and it should be pretty fun. Just make sure you've got time on your hands.
4. Have fun with it. If some aspect of Japanese catches your eye while surfing the net, and it fascinates you, go ahead and look up more on it. Even more important is practical application. Watch an anime or something from time to time. Slice-of-life animes give more opportunity for practice, but really, anything should be good. Anything that avoids the "grammar burnout" that discourages people when encountered in large, uninterrupted quantities.
Ever wonder why language classes in school were generally boring? They focus so much on learning the grammar first, that everything else that makes learning a language interesting just gets pushed to the side.
Hope this record-breakingly lengthy post helps you!