Don't actually answer HERE any of the questions I ask. These are deeply personal things that you should use to work on your situation.
Round up the usual suspects that can cause the kind of symptoms you are feeling.
- Do you have any health issues? (Maybe your uni has a doctor you can visit for free, or at least cheap?)
- Are you eating right?
- Are you sleeping right?
- Are you getting a little exercise?
- Do you have some friends you see now and then?
- Do you have "bad" habits that are interfering? (Alcohol, drugs, video games to excess, coffee to excess, fill in your personal item.)
Once you have those understood (not necessarily solved), move on to academic issues.
Have you got a faculty advisor? They should be giving you some advice. You should have some sort of scheme of when you talk to them. This far you should have talked to them at least a "few" times. Maybe some guidance as to what courses to take, for example.
A way you might get them talking is to go ask them what they are doing for research right now. It's a rare prof who can resist that question. Hopefully the reason you are with that prof is because you are interested in their topic. So this should be an interesting chat. And you can sort of drop in things like "oh, I'm really having to work hard on class so-and-so." And he will tell you "Oh, everybody has that experience. Prof S-A-S is an ogre who thinks it's his job to crush students."
Objectively, how are you doing on the classes? Are you getting through the homework? Have you had mid-term exams and how did you do?
Do you have co-students in your class that you can ask questions? Do study sessions? Is there a "common room" or some such thing where students in your subject hang around. Maybe other students under the same prof. If there is a class that is objectively a lot harder than it ought to be, maybe seeing the other students struggling will help a bit.
When I was in my PhD, we got a visiting lecturer, straight out of his first post-doc, and with something to prove. He gave a class in my subject, and nearly every student in that part of the department took his class. This one class wound up producing an average of 50 hours per week work for all of these students. He single-handedly shut down the research by students in the department for a full term. His take-home exam allowed us 5 full days to do, and many people required the entire time.
If I had not seen the other students suffering the same as me, I would have been panicked about how hard that class was.
And finally, take it on board that a PhD is not meant to be easy. At least, the usual person is going to find they have some stress during. It would be unusual if you felt this was easy going with no challenges. The thing is try to cope, and to make sure the stress does not crush you.
Don't stress over feeling stress. Find moments and ways to de-stress. Different things work for different people. I have tried to put in some of those things already. Go to the pub with the other students. Or go to a movie. Or walk in a place with trees and grass. Or use the university athletic center and get some exercise. Or go to a lecture on some fun subject by a visiting lecturer, something you can just relax and enjoy. Find something that works for you.
And, energized, dive back in and work as hard as you can during your regular work hours.