I found the thing I really hated in the beginning about internet marketing was the constantly changing tide and trends. Like others have stated above, this isn't a job per se, it's a business. After being crushed by the pesky Google updates in the past, my biggest piece of advice I could give to anyone is capture your leads and build a list!
The amount of people in IM who allow bucket loads of traffic to pass through when things are going well is crazy. This goes for paid traffic too. A lot of people buy traffic and send it automatically to a sales page for an affiliate product in the hopes of them purchasing it, and then struggle to break even. Instead, they should be sending that paid traffic to their own opt-in page first, to capture the email and build their own list which they can build a relationship with and eventually sell to over and over again.
This is just my two cents on the whole thing anyway. To summarise, the number one thing I hate about IM is the changing trends and volatility, and to counter this I personally make it a priority that I capture leads from any traffic and build a relationship with them through a pre-written autoresponder. It'll save a fortune down the line too because you won't have to spend as much on marketing and traffic campaigns as you'll have your own goldmine of traffic ready to be redirected wherever you wish to take them.