Why do I suck at things even when I work hard to get better?

You sound depressed. Oddly enough, depressed people usually see things for what they are because of their lack of optimism, so I trust that you have the insight to know that you suck. Maybe you're just not good at the arts. Maybe you should try getting good at mathematics. You don't need to go to school for that. All you need are textbooks. Sex is another thing you can get good at.