These are nice for just testing/playing around with extension tubes. Dreamy indeed.
I just started early this year with macro myself, but yes wind or any vibration can hurt your capture, test your patience and be frustrating. Some folks get hooked and others get disappointed with macro. It really is about being patient.
One thing you might try is taking a few macros of common inanimate objects. I don't know something like a fork at an angle, a match or something relatively small that does not move. This allows one to learn about DOF and the particulars of the lens you are using, about the close distances one has to deal with, and how light is so important (hinting at flash here). Anyways, at least that's what I first did, and it has helped me immensely.
Good luck, with your macros.