Why learning TDD is hard, and what to do about it

I was recently asked to try some TDD coaching, which involved pairing with an insanely smart dev who was fairly new to TDD. One thing I found interesting was that many of the questions he asked were strikingly similar to the ones that tripped me up when I started out with TDD. Many of these seem to stem from incorrect assumptions about TDD, and the fact we both managed to get similar assumptions got me thinking about their source.