I think the hard part about Hearthstone (and many card games in general) is that it's hard to tell where your mistakes were. When you have a bad arena run, you know you made mistakes, but it's very unclear what they were. It doesn't help that Hearthstone has lots of RNG; the more RNG there is, the harder it is to figure out what parts of your loss were from just luck.
As an example, last arena run I played Shaman, and choosing Rockbiter T3, Bolt T4 stopped me from playing Sea Giant T5 because I only had 4 mana. I only used 3 mana turn 4, so if I had played Bolt T3 I would have gotten Sea Giant on turn 5. I still won that game, but my Sea Giant ended up getting delayed for 2 turns because of that, and it came down to a sequencing error 2 turns earlier. (I played Rockbiter T3 on the hopes of drawing a 4 drop in my next card, but should have known my curve was low and that I'd probably want to play Bolt T4 anyways.)
Sometimes you have a deck that can only play minions, but playing on curve and making good calls between trading and going for face can get you surprisingly far.