The tube and train system can be quite daunting if you have never lived in a city where you relied on public transport to get around. It takes a while to get used to it but don't let it keep you from discovering all that London has to offer.
First thing, plan ahead. Know where you are and where you want to go. Sometimes its not worth riding the tube for the 2 stops when you realize its only 4 blocks away. Download the tube map, to help you plot your travel.
One website that I find helpful for tube and train is Transport Direct. You just pop in your information of where you are leaving and where you want to go and it does all the work for you. It even has handy charts to print up.
Like anything else, the more you do it, the more comfortable you will feel!
See my other blog entries on how to travel and save money!