but it can take weeks or even months before I finally have that Ahah moment. And then from then on it's really easy. Am I the only one who's like that? That sometimes you just need to figure it out for yourself in order to get the FEEL of the movement?
That is utterly normal. And I assure you that the case is the same whether you are working on a waltz jump or a triple lutz.
For my part, I cannot stand to have my coach say anything to me when I am doing an element. I cannot process this, and generally will lose my position and fall. She knows this now, and has learnt not to shout corrections for me. I take my corrections after I've completed an element. It's completely fine to have your coach help you through a movement; don't be embarrassed. We all learn like this, and that you are an adult makes you no different in this regard! It's also normal that watching a demonstration does not confer automatic mastery; if it did we'd all be doing quads. (That said, don't underestimate the value of watching demonstrations, and focusing in on the one or two areas that you need to improve... I literally DID learn quads like that.) You need to focus on one part of the body at a time, be it torso, arms, hips, etc... and of course, you need a lot of repetition. When you are just starting out, it is important that a coach can watch you and make corrections where needed - you likely won't be able to feel what you are doing wrong, and you especially do not want to fall into bad habits that will make things very difficult later.
I hope that I could help, and if you need anything, please do ask.