Esperanto is exceptional, in that its grammar does not have any exceptions! Just think of the long litany of English verbs that are conjugated every-which-way-but-loose. Think of learning Spanish verb conjugation, which is comparably regular, but still there are a large number of verb conjugations that are irregular and must be memorized.
Esperanto is considered among the easiest languages to learn, taking an estimated 150 hours of study to reach proficiency. (Compare that to English, which requires around 1,500 hours.) It is because of Esperanto’s simple grammar, straightforward phonetics and familiarity of vocabulary (for speakers of European languages, anyway) that such a claim can be made.
In all honesty, the way that I finally mastered correlatives was taking a mini-course on Memrise about them. Also, I began writing Esperanto daily and found that I had to know how to use a correlative, such as “kiu,” in order to write properly. So, I learned by study and by practice.