If you are looking to improve your cognitive (mental processing) skills in general, it is my understanding that many neuroscientists believe that exercising your brain with things like sudoku really does help. It's only very recently, I believe, that we can witness neural connections being made as a direct result of said brain training, but the general consensus seems to be that this is happening.

That said, personally I've found that nothing beats changing the way I approach stuff. If I don't understand something, I try and look at it from a different angle. Everyone's mind works differently. I believe that it's now common practice in colleges and some schools to try and apply a "learning style" to each student - perhaps you simply aren't the type that learns well from trying stuff on a first hand basis? Many people need stuff explaining in steps instead of learning it chunk by chunk through, say, trial and error.
Unfortunately, although there are ways of improving cognitive ability, not all of them apply to everyone.

In relation to individual things like coding, I agree with Nonsequitorian - try it over and over again! This is, as humans understand it, how the brain learns new things, after all! Doing things again and again! Think about how you teach a monkey a trick - do things again and again in small bursts and the rewards will be any successful little codes you write! Eventually you'll be monkey champion and gain the power to leap mountains. You'll also grow a tail.

Hmm... But... Do ask people for help if you are stuck - I often find it difficult to find the references necessary to improve my understanding of Lua (which I've only just started learning), which is why I joined the forums!!

Good golly, I don't half ramble on. It may be worth ignoring this entire post in order to avoid wearing out your brain completely before you even get a chance to practice in the first place.
No, wait, I mean... Mwahahaha! That was my plan all along! I WILL BE THE MONKEY KING!!!

lol but I cant even write one code so I can not practice with no knowledge at all and also is soduko the best method?

Thanks guys things have been explained very well. But Non I try to look at tutorials but the language makes no sense to me and it seems like they expect me to understand I read it over and over.

As I hope I managed to suggest amongst my rambling, there doesn't appear to be any one overruling method to make your brain respond better when learning code - you'll have to work out what's best for you. Also, it helps to be younger, while your neural receptors are connecting at ridiculous rates.

If you feel your brain is sluggish in general, it might be worth trying things like sudoku, but it's not by any means an instant fix-all. It's something you do maybe once every day, if you feel so inclined (I don't like it myself - I prefer running around in the streets without any clothes on. Hmm... *returns after five minutes*). To find a fix-all, you need to go on a voyage of the mind. Oh, wait, that might be Zen Buddhism. Whatever. You get the idea.
Either way, I understand it is scientifically recognised that things like sudoku can help, but only over long periods of time, probably. It's a great example of a game that requires logic to solve. Unlike tiddlywinks or a board game, which require superior coordination and fixed dice respectively.
It's all about preparing your brain to make more connections at a faster rate, I reckon.

When learning new things, though, I don't see monkeys playing sudoku - I think Nonsequitorian is quite right in that respect - listen to him, he knows what he's talking about, I reckon.

Your question was about increasing logic and problem skills, which could, in theory, be helped with brain training games, but learning new things can only be done through practice and theory, presumably.

If I were you, I'd take it slow to begin with, learning how to do extremely simple things first - after that, if tutorials aren't helping much, maybe start adding to your understanding by asking people to explain various things in a way that works for you. I think perseverance is key, though - if you start to think you can't do something, you will probably struggle.

Aieee... C++!!! My Dad speaks C++... That's serious script right there.

I wouldn't usually attempt coding at all - logic and me aren't really a match made in heaven... But I've made an exception for this game!