Am I the only one who faces this challenge?

No. There are a lot of small frustrations that add up to a sense of futility. These frustrations can only be addressed one at a time and are annoyingly orthogonal to the task you're trying to complete.

Even more frustrating is that the people who write tutorials are typically well past that early stage of learning and have forgotten about many of the little details they no longer need to think through and are unconscious of the knowledge they are leveraging gained from their early stage of learning. So you can find a lot of tutorials that simply don't address the issues you are likely to run into. Which is understandable to not want to include every possible issue in a focused tutorial, but there are often no hints or resources linked to help someone with the unstated prerequisite knowledge.

Also, you seem to be using Linux and that tutorial has a bunch of screenshots examples for MacOS. This is another annoying trend from the silicon valley based developers of assuming that everyone outside of their bubble is using the same technology stack as they are and often the newest and most expensive hardware options. (Which I suspect is a big influence on Android Studio being as resource heavy as it is.)

Do I have to use Android Studio or it there some kind of native linux alternative?

You don't need to use Android Studio for Android development, but it's probably the path with the least friction for getting started.

But there are a few non-Kotlin options for Android development, Flutter and Progressive Web Applications (PWAs) are two different pathways for Android development which don't require Kotlin.

Ultimately, I suggest that you stick with Android Studio and learn the annoying details that it requires to be used effectively. You'll feel like you're moving much slower than you want to at first but you'll get up to speed eventually. And you can ask here or on forums or chat rooms for help as you're figuring out the details of Android Studio.