i am very surprised that someone has not stated the most obvious thing that must be done to learn eq.....
MATCH THE VOLUME!
it was my big 'a ha' moment years ago when i worked out that you can't judge the eq change until you match the overall volume of the original track to the newly eq'd track. this may sound obvious, but anything louder sounds 'better', even by 0.5 dB.
there is a bit of software called harbal that does this for you on the fly (great for learning). it will always adjust the overall volume back to the same after the eq so you can make a proper judgement. voxengo software has a little reading which shows the difference between the input and output so you can adjust it yourself. wavelab full version has something that can do this for you too.
unfortunately you usually have to do this by ear every time in most plugs, which i am sure some people will say is best anyway.
there is some cool 'eq training' freeware software too (not perfect, but a nice start):
blogohl: resone
don't give up, it can be frustrating sometimes, best to take regular breaks as your ears get tired and also get accustomed to a certain balance which may be a bad one. always a-b with great mixes on a regular basis.