The aim of this study was to explore the subjective personal experiences of individuals’ learning processes during a self-development course. A case study was performed using a qualitative approach, using a thematic analysis. The data included observations and individual self-reported written reflections during the educational course and a focus group interview two months after course completion from 14 individuals (6 men and 8 women) working in various civilian contexts. Two main themes were identified with corresponding subthemes. The first theme was learning challenges, with the following subthemes: (a) difficulty constructing new learning from fragmented experiences, (b) struggling to begin in a free context, (c) emerging negative emotions during the process, and (d) individual differences regarding structure needs. The second theme was coping strategies with these subthemes: (a) acceptance, (b) tailoring the material, (c) using the group as a resource, and (d) creating specific goals. The findings identified relevant challenges and coping strategies that individuals experience during learning processes and can serve as a basis for future research and course development improvement.