Wow, ICU is such a hard place to start. I admire anyone who has the courage to try to tackle that at any point in their career, much less from day 1.
hyed, I also can't see something once and memorize it. I'm a former special ed teacher, and all of us special ed teachers know this old Chinese saying: Tell me, I'll forget. Show me, I'll remember. Involve me, I'll understand." It's normal to need hands-on practice before you master a skill, watching is not enough. Most preceptors don't have degrees in education, so they don't know this.
Your concerns sound normal to me, and maybe your employer is expecting too much from a new grad. I hope you're in a residency and not just an orientation. I believe every new nurse in a hospital needs more than orientation, we need support for a while to become good nurses.
Good luck. I'm sending you positive energy.