There's no shame in admitting that you wouldn't be able to stick it out. I think it is far more practical to go for an easier console to start with, e.g. MegaDrive (Genesis) and think about the Saturn once you've completed that.
I'm still trying to remember whether I have some NetLink programming documentation. I have a feeling I had the libraries, in which case the manual should be with it. I'll have to have a dig.