I'll give you the classic business school answer (if I learned nothing else getting my MBA, I learned this): "it depends."
Seriously, though, you need to look at your goals and objectives and determine whether or not the short-term suffering has a long-term gain. To use your cooking example -- will taking the lessons, which will allow you to cook, also provide more "good times" with a loved one in the kitchen? Will it allow you to eat healthier? If so, then cooking and the lessons are an ends to a means.
If you take Chinese lessons, you expect to be able to go to China at some point (either in business or the military) to utilize your language skills. Otherwise, why take the lessons? Self-enrichment is great, but only if you're truly interested in the subject.
So yes, suffer if you must, but at least with a long-term goal in mind.