DNF's are not the devil. Sometimes a DNF log is the funnest, and adds to the cache when it is finally found. Plus others can laugh at your travails when they walk right up to it!
We approach every cache as if we aren't done until it is found, and we continue to log DNF's until we DF! I think it adds to the flavor of the particular cache. Just last week, we logged a find on a cache the we DNFed a couple of times......last year!
Hey, we weren't thru lookin!
We are also pretty new to the game, and have had to return to a few caches... Stubborn as I am, I like to try and find them without reading the clues, or recording them either! Usually, I'll go back a second time, and if we find it, then we say it was a return visit in our log... if we don't though, I will usually post a DNF, or email the cache owner. This is a great game, but I understand the frustration... I guess with practice comes patience...