Ah SFIV.
My older brother brought this home for the first time, and we turned off the PS3 after 45 minutes after losing repeatedly to Seth.
The next day? We had unlocked all the characters. The mechanics take time to get used to, and when you do it all becomes clear.
I hate playing Zangief, but how else do you learn?
The idea of unblockable attacks came from SFIII's parry system, there's risk instead of miscalculating a few frames while you continue blocking.
Throws? They're part of the game, best learn to deal with them. If you're getting up off the ground, here's a hint - jump backwards or just grab as you're getting up, you'll tech the throw.
As for the Ken/Akuma/Ryu players - play as Gouken, you'll make them cry.