There are several things that I recall about the first course in econometrics that I took. I'd already completed a degree in pure math. and mathematical statistics, and along with a number of other students I did a one-year transition program before embarking on a Masters degree in economics. The transition program comprised all of the final-year undergrad. courses offered in economics.
As you'd guess, the learning curve was pretty steep in macro. and micro, but I had a comparative advantage when it came to linear programming and econometrics. So things balanced out - somewhat!