No one goes to the gym to feel worse, but so many often do. We're so conditioned to think that's how exercise is supposed to feel that it's considered a normal response.
Your muscles only get stronger when they have resistance. When you launch weights around the gym you are avoiding resistance and thus the challenge required to improve. Your joints get beat up and you feel tight all over.
We have been programed to measure the effectiveness of an exercise by how sore you get, how high your heart rate is, or how much you sweat. Those alone are insignificant and the reason why you get so frustrated. It's why it seems to take so much work to see any positive result. It's also the reason most quit trying.
Exercise doesn't have to be a boring, repetitive, or daunting experience, but before you can change your body you must be willing to change your preconditioned brain.