For PyGame, I wouldn't say it's that essential, but there's a tendency for most tutorials to classify everything when often there's no reason to. The amount of OOP knowledge needed is very basic and following the simple examples is a great way to learn OOP in the first place. But I remember feeling frustrated with all the indirection and namespacing (part of the "module" frustration you had perhaps?) when I first looked at Python, having come previously from PHP. "pygame.display.set_mode() is dumb, why can't I just type make_screen()?"