The first prelude and fugue you learn will always be the hardest!! Not because of difficulty but because it requires you to sit down and approach the piece in a methodical and consistent fashion.
I note that Bernhard has referred you to Siglind Bruhn's work. Read this!!! It is excellent background, the key to playing a good fugue (in my opinion) is to understanding its construction (a good knowledge of counterpoint would not do you any harm in this respect). This is how I have all my students (and myself!) approach learning a prelude and fugue, some tools you will need:
1/ PATIENCE!
2/ A packet of highlighters
3/ About 4 photocopies of the fugue
Firstly, identify :
a/ how many voices your fugue has (this should be easy it is usually written at the top of the fugue)
b/ the subject and wether the fugue is real or tonal
c/ counter-subject of your fugue
Then go an highight all the subjects in yellow highlighter and all the countersubjects in green (or whatever colour takes your fancy). NOW go and play them and identify which voice has the subject and where.
Secondly on another copy go (starting with the voice which introduces your subject in yellow highlighter) and highlight each voice in a different colour. THEN go and play through each voice using THE correct fingering,
do not take shortcuts on this. My advice is usually to start playing the voice which starts with the subject and then, once you have followed this voice all the way through start with the next voice which introduces the subject etc. Another way to do this is to start with the Soprano voice and follow it through, then the bass voice and then the inner voices (or voices). (Either of these methods works, it is just a matter of what works better for you)
To do this step i would recommend that you 'blow up' your copy of the fugue (not with explosives as by now you might feel like doing

) but to photocopy it so it is twice as big ie each original page is now as big as two A4 pages stuck together. It is much easier to see and read this way. Depending on how much you are struggling I have even made students copy out each voice on seperate pieces of manuscript paper and make them learn it this from this copy (cruel I know but it really does work!!!)
Thirdly having done that. Play it all through together (with my students we usually do this step together: this can be a long a tedious process depending on how proficient a sight reader you are). When you are doing this you should mark all the 'hard bits'.
Fourthly, now you are ready to go and pick out these hard bits, mark them and pick them out working through them systematically and mathematically. In other words, approach practice of this as you would any other piece.
By following all these steps you will have a much better understanding of the construction of the piece in a practical sense and not merely by reading it on paper. I have found than knowing all this makes it much easier to play, less frustrating and much more palatable to practice.
Also listen to recordings LOTS of different recordings (as with all Bach I would recommend Angela Hewitt. Andras Schiff's recordings of the P & F's are also quite good from a pedagogical perspective) and listening for your subject etc and following the piece with the score (and also without it)
I would be really interested in other peoples methods for teaching and learning fugues.....

GOOD LUCK!!!!!

dmk