Yup I love using the sock weight yarns. I think it is because I stated crocheting doilies a long while back. Love using the thread and real small steel needles. So when I started knitting socks I just started with the sock yarns.
It will start to get easier as you get use to the needles. I don't think I would like to use cotton yarn, to stiff maybe. So keep knitting those socks and you will enjoy learning to use the smaller needles.