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I'm actually glad it's taking me a while to break through.

Danyel:

Perhaps the person is expressing a kind of thanks, that the study material is not so easy.
It may be a challenge, and the person likes to be challenged?

It is not entirely clear from the information given; but it would be a rather good guess to say that the person would be displeased if the study material turned out to be extremely simple, easy, and no challenge at all.---Warm Regards, Bruce

I'm actually glad - shows surprise, that he wasn't expecting to be
glad - happy
it's taking me time - more time has passed than expected
to break through - literally, could be to create a hole in something, but probably is metaphorical, and means to arrive at a conclusion

I wasn't expecting to be pleased I have spent more time than expected achieving this goal.

Perhaps he learnt more along the way, rather than just obtained an end result.