As the others said, Painwheel is a difficult character, mainly because you have to be reaaaally comfortable with being able to fly cancel pretty much everything all the time (not just in combos) to use her effectively. That being said, it's perfectly fine if you want to learn to use her. In my opinion learning to use a character you like as opposed to one you don't winds up being easier only because it's more fun. I think you're going to run into a skill roadblock of some kind eventually, no matter which character you pick. Painwheel's just happens to be right away >_>
That being said, you're probably going to struggle a bit with every character at the start anyways until you get comfortable with moving around and inputting special commands becomes more second nature. Combo videos are very useful, and I won't say you shouldn't pay attention to them/not use them 'cause you should, but I've found that even the "beginner" videos are more aimed towards someone who has general fighting game experience prior to Skullgirls (or whoever just forgot what it's like to not be able to reliably input a quarter circle motion, not saying that's you, just generally something I've noticed).
What I would recommend, is start even smaller than you are. Don't go into training mode and immediately start trying to learn a combo, go in and just practice executing the most basic thing you have trouble with. For example, if you have trouble getting the fly input during a combo, work on just that by itself. If that's not a problem, try and isolate the specific part of the combo you struggle with. Break things down into more manageable chunks (I've found Painwheel to actually be a character it's especially easy to do this with. You can isolate most of her tricky stuff down to just a couple moves).
If you're really interested in improving, set up a daily practice schedule. Isolate small chunks of things you struggle with and spend maybe 10-20min on just that one small thing. To give a personal example, I've found that I struggle with blocking specifically while I'm running/jumping forward (I don't do it quick enough). So one of the first things I've started doing when I get into training mode is turn on hitboxes and try to forward dash and block, or forward jump and block, and I pay close attention to the hitbox color to make sure it changes to show I'm blocking as soon as possible. Additionally, even though I can do the combo in that video, I still make sure to spend time on just fly canceling stuff and isolating small sections of the combo that I know are trickier/I'm not 100% consistent with. Then I slowly build the combo back up again so that I practice doing not just the full thing, but bits and pieces of it. I've found that doing this gives the added bonus of incorporating resets and such into the combo, which I've started trying to do. Since I've practiced it all segmented, as well as one whole thing, it's easier to stop at a middle point to reset and then pick up again. In other words instead of having to re-learn a combo to incorporate a reset, I can just insert one. Much easier in the long run.
To give some perspective on combos things based on music (I'm also a musician!), a lot of the intricacies in timing and such become almost unnoticeable after you get past certain points in playing ability. The stronger your fundamentals become, the easier it is to do more complicated things. It might take weeks or months for a beginner pianist to learn a Bach Fugue, but skilled player with years of experience and training could sit down and sight-read it with relative. When I first started to learn SG/Fighting games I couldn't do quarter circle motions well and sometime forgot which button was MP and which was MK, and what the heck was that combination for this character's super? Combos were, like, impossible hurdles. Now, those things are second nature. I've practiced and learned some simple combos. I know the basics of the character's I play. When I see something like this:
1) c.lk, c.mk, s.hp
2) xx fly, 3j.lk,
3) c.mk, s.hp xx lk.buer
4) xx fly, 9j.lp, j.lk, s.mp,
5) j.mp(x4), j.hp (x3), j.hk(x4ish),
6) s.lp, s.lk, c.mp, s.hp xx lk.buer xx Deathcrawl
The way my brain actually translates it is like this:
1+2) Fly cancel loop 1
3+4) Fly cancel loop 2 into launch
5) Standard Air combo w/HK
6) Finish
When I go to do the combo, I don't think of doing each move, I just tell myself to do each of the 4 sections in order.
On a final note, what part of the combo are you having trouble with timing-wise? I might be able to help out.
...... I'm sorry for creating such a long post, I even edited it down T_T