It's taken a while to get here, but I figured that there had to be a "here" so I kept at it.
I think I'm finally at the point where I "get it" with ZBrush. I'm not just struggling with basics and wondering where my mesh went when I do something any more. Instead, I have a number of modelling skills well in hand, I can pretty well control my projects and know what's going on while I work, and I'm expanding what I can do without too much trouble.
Prior posts expressing some of my frustration when learning ZBrush:
Trying to Learn ZBrush, Hitting Lots of Landmines
ZBrush: Finding the Hidden Spotlight
Subtleties of ZBrush
One of the things it takes time to learn are subtle little indications in the interface that let you know what's going on if you already know them and are sufficiently sensitive to notice them. It takes time to get to the point where they work for you, even when the docs tell you they are there (which they often don't, or at least not in the places you'll typically end up when searching at pixologic.com for information on what you're doing.)
After a while you notice little things, though. Like a thin white line around the border of the canvas when you're in Edit mode. So you begin to learn (in about the same way as an animal hit with a cattle prod when it does something "wrong") that you have to turn on Edit before doing something to a mesh if you don't see the border.
The same goes for subtle changes in the pointer. A very small + changes to a minus, subtle changes in shading and color occur, and so on. After a while it becomes obvious, and knowing that it's there helps.
Where is My Mesh?
There are some big things that are far too subtle that it takes too much trial and error to learn.
One of them is knowing what's going to happen to your mesh and when. There are operations that take your current mesh, or other meshes you presently have in work but aren't doing something to right now, and remove them from the work area. They go poof.
Sometimes they're still available, in the tool menu. Other times, it appears, they go poof, because they were in some transitional state and you should have saved them. Until you know what's going to happen when, it becomes a matter of saving your work with practically every brush stroke, because you never know when it's just going to disappear and no Undo will bring it back.
Because sometimes it warns you that you can't undo, other times it doesn't. When it doesn't warn you, it's usually just putting the objects in the tool menu. But if you can't distinguish them from other objects there (you haven't changed the name, a small picture doesn't distinguish them), or you just plain don't know to go looking there, you're going to end up very frustrated.
I'm here to tell you that perseverance can pay off. After a while, you start to get a feel for what's going on. The best way is to pick some part of ZBrush and try to learn to use it, even if it's not directly tied to the type of modelling you're most interested in. For me it was ZSpheres. They're most useful for soft-body modelling, like most of ZBrush, and most of what I hope to use ZBrush for is hard body modelling (combined with soft objects, later, which is why I'm using ZBrush and not Lightwave or something, but I need hard or hardish objects at the core), but learning to use them taught me a lot of things about ZBrush and how it "thinks".
For me, the next breakthrough came with the new solid modelling features in ZBrush version 4R4. I saw what looked like symbols for additive, subtractive, and intersection geometry in the Subtool palette of ZBrush 4R3. But I couldn't find docs for them anywhere, with a wide variety of searches on the pixologic site, or by reading the docs for the Subtool palette straight through. They were there, but not documented as far as I could tell.
Finally, I saw a video on the new ZBrush that showed them being used for solid geometry operations with Dynamesh, and now I'm able to do the solid geometry stuff I need to do to set up properly proportioned hard shape objects as starting points for the work I want to do.
Now I'm trying to learn the new Transform tool. It looks like it solves some problems I was having before, as well.