I'm just getting it now. Google for something called Typeclassopedia and read about Functors, and then Applicative functors. Those are much easier to understand right away, and they set the stage for monads. Applicative functors relate to functors in an obvious way (you could probably implement one in terms of the other). Monads relate to applicative functors in a less obvious way, to me anyway, but at least it's analogous enough that it helped a whole lot (particularly that return and pure were the same thing)
I read about the first two on the typeclassopedia page, and was somewhat unsatisfied with its explanation of monads. I then went to Learn You a Haskell's page on all three of these and skipped to monads, and I was happy with it. I bet you could just read about all three on the Learn You page, the guy does a great job.
Yes, it's a bit long, but it actually works, and, what's more, unlike the vast majority of monad tutorials written by someone who just sort of half figured out the concept half-an-hour ago (but they really didn't), it is also correct. This is one of the major root causes behind people's general inabilities to "understand monads after reading tons of tutorials", the tutorials are not only generally not very good but often wrong and mutually contradictory.
I read about the first two on the typeclassopedia page, and was somewhat unsatisfied with its explanation of monads. I then went to Learn You a Haskell's page on all three of these and skipped to monads, and I was happy with it. I bet you could just read about all three on the Learn You page, the guy does a great job.