Well, MSFS has self-explanatory axis assignments. They are all called "helicopter <insert the control here>". If you look at the controls tutorial we have, you'll have all the names there: cyclic, collective, anti-torque (which is explained as the yaw). I honestly thought people would have the need for someone to tell them that, since they managed to find out how to do it with fixed wing airplanes but I guess it could be helpful. That's good feedback. I'll start working on such a tutorial. Everything else we do have there does work with MSFS too so I think only assignments are in order here.
I started with a Microsoft Sidewinder joystick. It's "good enough" but it's obviously better if you get better or "more appropriate" hardware. Having pedals instead of twist grip and having a joystick without a spring is a huge plus and you will have a lot more control of helicopters. But you still need practice, so the answer to the question is "yes". Both hardware and practice will make a difference. If you can practice with better hardware, that will help you a lot.
Speaking of which, that sense of no progress, that frustration, even, that you may be feeling is perfectly normal. I had it for months and months until it sudenly just "clicked". I saw this expression being said a lot: "someday it will 'click'" but I didn't really get it until it happened.
There are a couple of videos that may also help you. They are a bit long but I throw in a few good tips. I am expanding a bit, mainly on the second, at FlightSimExpo this year as well.
Let me know if you need suggestions on hardware. There are quite nice options out there nowadays.