I went there when I first got my powers when I was a kid. They really helped me a lot. I was never on the X-Men or anything, but when you're four years old and you just got these new powerful abilities, it's nice to have someone to help, as otherwise, it's completely terrifying.
I'm sure you will, eventually. You just need some more practice. The good thing about being at the Jean Grey School is that there's quite a few people there who are no stranger to astral projection.