Usually that's a sign that the person learning doesn't have the right "toolbox" yet.. It requires stepping into their shoes and trying to build up smaller pieces which they can grasp, then allowing them to step through them first semi-guided, and then again on their own. After a while, the student can grasp that this is the way to attack a seemingly "impossible" problem - well, all these pieces I've been learning must fit in here somewhere.. what's the simplest bit I know which puts me at least a step in the right direction?

Learning how to learn is a lifelong thing, and many people simply don't have the chance to be led through in this way to the point where they can do it themselves.

edit: in regards as to what's "the right thing" to say - I'd start with "Well, let's look for something easy first"..