Do you have a specific type of catching in mind? The techniques for different objects are different, more so than one might expect and in less-than-obvious ways. For example, I had trouble catching a football until someone explained to me that the catch is made at the point when the ball hits your torso, not before. Of course, this only applies to dead on throws. It also requires that you overcome the instinctive aversion to being hit by flying objects. Being hit by a briskly thrown, spiraling football hurts, when you're unprepared. This led me to try to catch with only my hands, as far from my body as possible. This is much more difficult and resulted in many jammed fingers. Once I understood that the ball was supposed to hit me, I found it really didn't hurt (too much) if I was prepared. Thus, I didn't have to block the ball; it was much more effective to allow it to come to me.

I could go into greater detail, but the particulars of football-catching aren't the point. Conceive of a task as difficult, and often it will oblige you by becoming so. This sounds trite, but I've had to learn it over and over again, in all sorts of different applications. Come to think of it, I'm likely making the same error right now, assuming that this is a hard-to-grasp concept which requires lengthy explanation. Just to relate it to the original topic, I see this as analogous to holding a pencil in a clenched fist when drawing, to ensure that it doesn't slip away from you.