Agreed. It's good to learn and do it a few times, because it teaches you a lot about how objects in orbit behave in relation to each other.
Docking itself has always been my favorite part, though I "cheat" by using a mod[0] that gives me a display[1] of relative velocities and orientations. My brain isn't designed to eyeball relative velocities from an outside-ship camera. But that's just the final part, applicable when you can literally see the target out of your window.
Approach, now that's another story. Took me a while to learn how to match orbits without carefully planning a series of maneuvers. My new way is slightly less Δv-efficient, but much faster in terms of both in-game and wall clock time. I plot a "good enough" intercept (say within 5-50km separation, relative velocity doesn't matter, as long as it's less than my remaining Δv), and then as my ship is a couple dozen to couple hundreds kilometers from the target, I start doing small adjustment burns to minimize distance at flyby and relative speed. The goal is to eventually reduce flyby separation and relative speed at intercept to something reasonable (say, flyby at 100 m, 10 m/s relative speed). From there, I can just dock easily.
It's not the way real docking happens today (though it's how it might in the future!), but I can execute a full intercept and docking in less than one orbit, which is more fun. Doubly fun to do this with transfers between celestial body - docking straight out of a transfer orbit, without first establishing a proper orbit around a moon/planet.
EDIT: Triply fun with planetary landers, if you don't have enough Δv to reach orbit, much less to transfer to a station/orbiter module. You launch the lander into ballistic trajectory that intersects your target's orbit at its peak, and pray you time it right, so that the orbiter/station can decelerate and do a suborbital docking, and then boost back to safety. One mistake here, and you can lose both ships. God, I love this game.
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[0] - Docking Port Alignment Indicator.
[1] - https://i.imgur.com/J69AYEw.png. It looks trivial, but it packs enough information that you can easily dock looking only at that display. And something like this is what real astronauts would use, so it's actually making things more realistic :).