It's still a fairly challenging game (mostly because your partners have inept AI and there are very few AI settings), but yeah, all the lame-ass tutorial business made it hard for me to get into. That said, I have a save file that's about 3/4 of the way through the game.
DQ is pretty good about not holding your hand, but the newer DQs and the remakes aren't very challenging. Specifically DQIX. By the end of that game, everyone had a multi-hit skill. The last boss was getting hit 16 times in one turn. He died in something like 5 turns. Any other DQ last boss is pretty hard. I know you'll say the challenge in DQIX is in the downloadable maps and stuff, but truth be told, those aren't even that hard. Plus it matters little because they're not part of the game proper. Even the DS remakes got seriously nerfed in that way. But at least they don't tell you how to do every little thing like all these other RPGs now want to.