Well, since you're talking about your feelings, it's clear that your emotions, not intelligence, is the problem.
You feel stupid because you're not learning a new and probably complex maneuver on your first try. And you'll continue to feel stupid until you listen to what I'm about to say, which is what the other guy said: literally everyone goes through it.
Focus on what you can do, not what you can't do. Go to class with the realization that you're not going to pick up brand-new things on the first try, or maybe the first 50 tries. Class exists for you to learn and practice.