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I am almost 30 years old. I got my bachelor's many years ago, and I've been enjoying myself while in the industry. I am a practical person.

However, for some reasons, I felt my technical skills were regressing, so I decided to go back to school, to enhance and update my skills.

I chose a topic that is quite abstract, which is stressful to me. Also, I feel threatened by grades and such ... which sometimes make me regret having put myself in such a "delicate" situation.

Should I be patient (there will be better days) ? Or should I go back to the industry and discover things myself?

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I believe you should be patient because education is among the best investments you could ever make, in the sense that it is highly probable to pay off in the long run. Moreover, being (only!) 30 you are looking ahead at thirty years or so of a career, so some extra training will absolutely help in the long run; even though the picture may not be clear yet, education does open doors to new opportunities.

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I believe there are some great answers at I want to do research but I'm too old for a PHD as stated in the comments.

That said I have followed somewhat a similar path to you. I went to college at 17 to do accounting and still work in the area. I returned to college when 29 to complete a BA part-time. This course was over four years and I think no amount of experience can prepare you for returning to the rigour of study. Grades can be an issue, but I always found professors to be very open to discussing ways to improve, and in fact many stated that they preferred teaching the part-time course as the class where a bit more mature. Since then I have started a masters and although it can be stressful doing research I have found there are more good days than bad ones. Again having good communication with those that supervise you is essential.

While I think only yourself can answer your question, I believe if you have a passion for your subject and use the supports that may be available at your institution (such as study support groups in your topic) it will may your decision easier. They best advise I can give is to talk to those in your course that may be able to assist and guide you.

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