The pen tool
The problem with the pen tool is that is isn't easily explained, because you need to feel and see how it works. Also when you are using Illustrator's Pen tool as long as I do you tend to forget how difficult and confusing it can be for beginners. Making a screencast out of it isn't the best solution so I got inspired by a PDF document by the University of Massachusetts. In that document you see how it all works, from stroke and fills to anchor points and so on. On page 7 you see an exercise and that's were I got the idea from to create my own.
Pen tool practice
So I started creating my own practice .ai document. This document contains a few basic examples in how to create shapes like a star, circle, waves, whoosh, etc. using only the Pen tool. You'll also find the instructions on what you exactly need to do with the pen tool and where to do it. Once you have done these several times I hope you'll understand the Pen tool and its quirks a little better. To be honest if you want to become proficient in Illustrator you can't live without it. It can be used for many purposes like re-tracing a bad logo that you got from a client or creating your own art of virtually anything.
Photoshop's pen tool
When you become good at it you can use it in Photoshop too for example to remove a image from its background. You draw a path around it. However ,the pen tool doesn't work in exactly the same way. For example, you need to hold down the option/alt key for combining curves with straight lines instead of just clicking in the anchor point. Adobe should make the Pen behavior the same in all their apps, that would make things easier.