¡Gracias por la bienvenida, Hundetier!
Thematically you can find words that are rarely used so you may "waste" time learning some words that you won't be seeing a lot in native material. Something similar happens with the "levels", the easier words aren't always the most frequent. Word frequency lists are different, specially if they are based on good data. If you combine good word frequency lists with the use of native materials without aids (for example, native TV programmes without subs, or only with subs in your target language), one will reinforce the other and you'll make faster progress (the most frequent words will facilitate the amount of material you can comprehend, and the more you see those words by actively interacting with native material, the easier it'll become to remember them).
Another tip for working with lists is to take it slow. So far I'm only working with 39 of the most used korean words (from the categories I mentioned before). I don't like long lists either, so I'll just study those words until I feel enough confidence to move on and start learning another batch of 39 new words. The most important thing is to reinforce this study by using native materials from the beginning. I've been watching 20 minutes of korean drama each day and it has been really fun trying to recognize those 39 words while I watch. I get really excited when I recognize one of those words!
When you start, I think it is better to use native audio-visual material (TV shows, movies) because it gives you more context (you don't have to know each and every word to understand what's going on or at least get a general idea). Then, you could move on to comics, which lacks the audio input, but still gives you visual context. And finally, you can move on to only-text native materials (like novels, for example).
Korean is my third second language (not counting portuguese which I can understand reasonably well, but wich I have never formally studied. I just used to watch a lot of TV in portuguese when I was a kid and I really liked the sounds of the language. And, of course, it helps that spanish and portuguese have a lot in common). My first oficial second language was english, and my second second language was japanese (but I still have to work a lot on my japanese). With english, I had taken the obligatory classes at school, and then more classes outside school. Thanks to that I achieved a lower-intermediate level, but I got stuck on that level for many years. Then, one day I wanted to read a japanese manga, but I could only find the english translation, so I told myself "you have studied english, it's time to put it to good use" and then I started reading that manga. It was really hard at first: I lacked a lot of vocabulary and I would have to use the dictionary many times. At the beginning I could only read three pages at most before I had to give up, exhausted. But I really liked the story, so the next day I would come back and read a few more pages. And I continued doing this day after day until some months later I realized I now was reading more than eight chapters in a row almost without having to use the dictionary. That realization made me really happy. I had dramatically improved my english and it didn't feel like studying at all, I just was using english as a means to enjoy a story. Then, after a year or so, I was so engrossed in another manga that I read it, completely, in about five days. So, yeah, (as it seems to be the case for you too) for me the most important factor when learning is to have fun. I think you never stop learning a language, not even your native one. But I think you can enjoy each and every step of the process.
With each new language (and even with old ones) I like to experiment and try new things out. My strategy for learning korean is the result of what I've learnt thanks to my endeavors with english and japanese (and, in some sense, with portuguese too).
If you want, you could check out my log for korean:
K-Dramas, here I come!. I may also open one for japanese in the future.
¡Hasta pronto!