I learned how to ride a couple of years ago. It was a slow process, and it sounds like you are learning faster than i did. Keep at it.

One thing I learned was that when you start off, it's a lot of work to maintain control, and therefore some good leg exercise. As you get better, you get more relaxed, and it loses some of the exercise benefit- a lot like walking then.

Lots of good information here, if you're interested:
http://unicyclist.com/forums/