It can be different for different dogs. "Shake" is supposed to be super-easy also, but it primarily works if your dog naturally paws at stuff. If he doesn't he may learn that Shake means "Run Away Because Mommy Is Going to Grab Your Paw." Similarly, Thor has learned that Roll Over means "Stay on All Fours No Matter What".
The big key with training is patience and flexibility. You may find she learns other commands very easily. Maybe you'll find another way to teach her Sit. Presumably, she sits at other times, so you could try to "catch her in the act" and give her a treat.
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