The reason lies in our own individual Learning Style. If you don't like talking to strangers even in your home language, a foreign language course that requires conversation with your classmates is not going to be for you. If your learning style makes you hate memorising long lists of words, attending a foreign language course which tests your vocabulary on a regular basis is going to be counter-productive. If you don't learn visually, watching foreign movies is going to leave you cold.
Do you know how you learn best? Find out.