Bitpicker's advice is great, I would advice you to follow all of his advice.
Gromozeka's summary is fantastic.

However, Bitpicker has an advantage: He already knows Dative, Accusative from practical experience because they are used in German, his mother tongue. It's much harder when you do not have that familiarity. That is what makes people consider German a "hard" language even though many other things about it are not hard at all. But it's just the beginning of the challenges with Russian!

If you are serious about Russian, you MUST learn these concepts though!
If nothing else helps, try to simply memorise it, and give some examples. When I did Russian in school, one of the first things we had to do, was memorise all the cases, including a silly but funny song with examples. Unfortunately at the time, I was too lazy to make the effort - which meant that I couldn't follow the lessons afterwards and eventually dropped off! Don't make the same mistake! In Russian, cases are not optional....

Take it in small steps. Just learn one every week, or something. If you try to learn it all too fast, like you were cramming for an exam, then it will not stick.