I'm not a developer (and that's the main reason for me to use a CMS like Drupal) and i have the feeling the whole Drupal Commerce is quite tricky for non-developers.. setting up shipping, for example..

"To use this module [Drupal commerce shipping], you will have to create a custom module and create your own shipping module. I have attempted to make this as simple as possible and provided an example module, to show how this could be done."

That sounds like it's gonna be an hell in the ass for me (i mean, as non-developer).
Looking at the commerce_shipping_example.module right now and i'm quite confused on what i need to do.
(basically i 'just' need the system to add a different shipping price depending on the customer's country and order's weight, which i guess should be something pretty standard as seller's need)

Am i missing something or is setting up shipping really that tricky?

As a footnote, a user's guide of sort that shows how to implement some of the standard procedures (some standard shipping methods, payment set-ups and the likes, like you did for setting up products) would be nothing less than gold.
Don't wanna sound harsh, cause all the open source thing and the work behind is GREATLY appreciated, but i always have the feeling there's not enough documentation on things, sometimes there's no documentation at all, which is a shame, cause often you go completely bananas to understand how to do the most simple things.. and very powerful tools become not that usable by ppl..
(i guess that's because developers hate having to write documentation, which is understandable to some point.. but whatever..)