Pleasure to have you on board with us!
Indeed, learning a new language can be challenging, especially when it's so different (in terms of ... well, everything!) from your native tongue.
For Dave's speaking speed, what we have in the lessons are in fact already slower than how native speakers would normally talk. So we would suggest that you listen to it as many times as needed and cross-reference with the pinyin column to make sure you've gotten every single character. In Chinese, each character is spoken pretty separated from another (unlike, for example, in English or French where the end of one word might be joined with the beginning of the next one), so listening to it multiple times should really help, if you haven't already tried so. You could also try to pause the phrase halfway through to make sure that you master each character or segment first, before completing the whole sentence. :)
And that's also why we have included the phrase "could you speak a little bit slower?" in one of the first lessons. When you are speaking with a native (and we 100% encourage everyone to try to!) and can't follow her/his speed, try this one:
While we don't have a button for slower speed, we really recommend that you listen to sentences character by character / word by word repeatedly to get the most out of our native speakers' recordings.
Again, starting a new language isn't the easiest thing, but the more you invest in it, the more rewarding it will be! We wish you the best of luck with Mandarin Chinese, and please don't hesitate to share any further experiences with us. :)