It is always best to have an instructor you are comfortable with, but don't let an attention-seeking classmate get to you. Count yourself lucky that the teacher pays attention to you and corrects you- that's how you learn. Consider it personal attention and not getting picked on!
If the teacher is moving faster than you are comfortable with you have a legitimate reason to change teachers. You might tell the instructor that the class is too fast paced for you and ask for the name of a teacher who takes beginners through classes at a slower pace. If you do it nicely, she shouldn't take offense. All teachers are not suited to all students.
Bookmarks