Well, the first times are always a bit of a struggle, no worries
first set the chain to the smallest rings (rear & front), this will relieve some presure on the link.
Clean the part with the P-link, take the link in both hands, put some pressure on it (reversed) and it should come off!
Note: Patience is a good thing, it didn`t work to me the first time so i used a wrench (not recommended)
cheers