I'm a few weeks or months in and I'm terrible and totally confused. Should I quit?

No, not for that reason. Being confused and losing nearly every bout in your first months is what normal looks like in fencing. Almost nothing about it is natural: you stand in a crouch, move sideways along a narrow strip, and have to judge distance to someone who is also moving and trying to trick you. Even athletes from other sports and martial arts feel clumsy. Early bouts feel like chaos because you do not yet know what you are looking at, and the people beating you have simply had more time to learn it.

It usually clicks gradually. First the footwork stops needing conscious thought, then you start noticing distance, meaning when you are close enough to hit or be hit. Controlling distance on purpose is one of the biggest early level-ups, and for many people it arrives somewhere in the first year of steady training. Measure yourself against your own past, not the fastest learner in your class. Early goals like scoring one touch per bout, then two, are more useful than wins. Lots of fencers who were last in every early tournament were holding their own a couple of years later.

Sometimes the real problem is the setup rather than you. Warning signs include a club with no beginner course that hands you a weapon after one short lesson and sends you into open bouting, coaches who never explain what you are practicing or why, or a culture that treats new adults as a nuisance. A structured learn-to-fence course of several weeks is the normal way in. If your club does not offer that, trying another club is a reasonable fix. Occasionally a different weapon suits you better too, but give your first one a fair few months before deciding.

Quitting is worth considering if the dread has outgrown the fun: you feel sick before every practice, you are only there because someone else insists, or losing is spilling into the rest of your life. A break of a month or two is a good test. If you miss it, come back; plenty of people return refreshed. If your mood stays low well beyond fencing, talking to someone you trust or a counselor is a good move. But if you enjoy it and are just bad at it right now, that is the beginning, not a verdict.