I was searching for some files on an old hard drive and came across this file that I created many years ago to help teach people to learn how to use the Pen tool. They are just some simple exercises, but if using the Pen tool frustrates you, you might find these six step-by-step examples useful.
The file is zipped and contains a single Illustrator CS2 document (although you should be able to open it in older versions as well). Enjoy.
PenTool_Exercises.zip - 328kb