yep, thats absolutely true. And this is such a huge trap so many people fall into-they all want to get out there and sarge...and they'll find themselves failing miserably coz they're emotionally depressed!
But yeah, the first thing you should be working on, even before *inner game* are you personal issues. Are you depressed? Are you in debt? Is your job really shit and it depresses you? It all depends on what's getting you down apart from women.
Then comes your *inner game*. Inner game tends to be generally about your fears with women, past hurts, blah blah blah.
Then your outter game. The approach, the close, instant date, time contraints, negs, push/pull....all that shit.
But if you're feeling overwhelmed, one small step at a time. Give yourself plenty of time to improve. Just concentrate on improving one thing at a time. Write out a list of things you want to improve, look at them, then work on each one individually. Take your time

you'll get there