The only thing that makes learning more difficult as an adult is that you no longer feel invincible. You have fear.
Don't even bother trying to pedal at first. Just sit on the saddle and have it low enough that you can easily touch the ground flat footed. Then use it like a scooter. After a week or two you will have mastered the scooter method. Then made sure it is in an easy gear and start with scooting the bike until you are up to speed. Going slower than ~4 mph makes it very hard to balance! Make sure you are going at a good clip, then start to pedal. Choose a nice big area with a slight downhill and NO traffic. You will get it eventually.
Like the previous poster said, cycling is about big S curves. No one can go absolutely straight. Don't worry about swerving a lot. With practice those big curves will be so small that it will look like you are going straight. Wear plenty of protective clothing so that you won't be preoccupied with getting hurt.
Once you feel comfortable with pedaling you should raise your seat so that your leg is almost straight when the pedal is at 6:00. Having the seat too low will eventually hurt your knees(after about 30-60 miles or more). But in the process of learning to ride it won't do you any harm to have the seat nice and low.