Over these past few weeks of unemployment, the game that has monopolized my time is Modern Warfare 2. Having played multiplayer for just over 24 hours, a lot of that was "not fun". I say that in the sense that for every time I killed someone, I died about 2.5 times. There were games where I would kill two people and die 20 times. The core mechanics of multiplayer are fantastic, but the competition is hella fierce. Most of these people also have an extra two years of Modern Warfare 1 experience as an advantage on me. As far as I know, the game doesn't do anything to keep low-level players from playing high-level players, so you pretty much have to play the best-of-the-best every time you hit the battlefield.
Being a hardcore gamer and one with experience playing other first-person shooters, I was able to analyze my play, recognize my mistakes, do my best to correct them and equip my character with the right load-out to fit my style. Now when I play, I regularly score over 1,000 points with a close-to 1:1 kill/death ratio. Sometimes, I even dominate the field. The game has become a lot more satisfying and fun to play now that I can play at a level I'm happy with. Granted, I wouldn't consider myself "good", but I can get by. I had to go through this same curve when learning Street Fighter IV. I lost a lot at first, but was willing to put in the work to get better until I did.
For others though, I can totally see how this is a very unappealing experience. In the grand scheme of things, you shouldn't have to play a game like you're training for a sport. I've heard so many people talk about their avoidance of playing online first-person shooters with the general public because the level of competition is just too high. Usually the story goes, "I die, then I re-spawn and immediately die again before I even have the chance to move!" I got lucky with Modern Warfare 2 clicking with me in a way that I can get by. Most of the time when it comes to competitive online gaming I'm not so lucky.