Do you think it's bad that I started cheating in school?
Yes, it's bad to cheat in school. Why did you start cheating?
The material is so hard and I think I'm going to fail.
I understand that you may need some tutoring or extra help in school. It's okay to ask for help from teachers and/or other students in the class. You should also take extra time to study the lessons out of school hours as this is the best way to do well.
It doesn't matter how much work I do, I just don't understand the material.
You really need to talk to your teachers about this. They could recommend a tutor for you. If you cheat, you won't feel very good about yourself and it won't help you to learn the material.