No one memorizes the Greek alphabet. We just learn it as we go because it’s useful to have different types of letters to refer to different types of objects. That’s it.
> I tried to get into set theory thrice now, not happening with all the math lingo, hieroglyphs and dry ass content.
That sounds like you’re trying to learn a specific field without actually having any of the prerequisites to learn it. I don’t know what you’re specifically referring to when you say “set theory” as that’s an incredibly wide field, and depending on what you’re trying to learn it can be quite technical.
> Learning can be incredibly fun if it was designed fun. Math is a dry and slow process.
This sounds like someone complaining that getting to run a marathon is tiresome and hard. Yes, teaching mathematics can always be improved and nothing is perfect, but it will still be hard work.