Word for a person who likes to torture himself by learning something difficult

I want to describe myself as someone who likes to torture himself by learning something really difficult and not very useful.

I know there's such a word for describing someone who likes to be tortured sexually. But it's not what I'm looking for.

Actually, you are looking for the word masochist. In its general sense it means someone who enjoys a painful or tedious activity.

Masochist is definitely a sexually-loaded term - after all, as OED says, it comes from Leopold von Sacher-Masoch, the Austrian novelist who famously described that form of sexual perversion (cf sadist - Marquis de Sade).

Of course, this doesn't prevent it being used figuratively by a speaker who intends no sexual connotation, but there's no guarantee his audience won't register that connotation. Besides which, you can't really use it with no connotations of perversion, which is normally sexual anyway.

I don't know a suitable "sexual perversion-free" one-word term but OP might like to consider...

glutton for punishment - someone who habitually takes on burdensome or unpleasant tasks or unreasonable amounts of work.

EDIT (following discussion in comments) - it's worth pointing out that even metaphorically, there's a strong implication that the masochist only does what he does for (perverted) pleasure. But in common parlance, a glutton for punishment is someone who (often, cheerfully) gets on with arduous tasks that actually need to be done (with overtones of stoic dedication, not perversion).

The answer is 吃苦, transliterated chi ku.

In English, this Chinese expression is known as eating bitter. I have found no better explication on the Web than this post on a martial arts forum:

Chinese phrase for enduring hardship. Or as Occidentals would say: "Grin and Bear It." Other references are: “Keep on Truckin”, “Hang In There”, “Stick It Out”, “Suck It Up”, etc., all to mean to endure something unpleasant in good humor. Or to continue despite difficulties in a general phrase of encouragement meaning to stay focused.

and

Eating bitter seems to be an aged-old saying, like a parent to a child, upon having the child do something without complaint. It has the meaning of working hard and tolerate some agony in order to acquire what it is one is hoping to achieve.

Given the rapidity with which Chinese culture is spreading in the West, we will see eating bitter become more and more common. A biography published in 2010 (not a translation but a book originally in English) has Eating Bitter as its title, and there are many more examples.

I know, some of you will say it's too early to declare eating bitter part of the English language. Well, maybe you still have to put it between inverted commas and explain it upon first mention. I do believe, however, we will see it entering into common circulation soon. This is because (1) none of the English-language phrases*, from "grin and bear it" to "suck it up", carry quite the same connotations and (2) its very Chinese-ness makes it attractive, just as "tiger mom" filled a lacuna that had existed before.

So, you can say "I am used to eating bitter" or "I am one who likes to eat bitter, as we say at home" to describe yourself. In a job interview, this may get you a quizzical look, which is an opportunity for you to tell more. Interest in things Chinese is high in the West, so ride the wave!

_{*A more technical English phrase is "rage to master", used to denote willingness to put in thousands of hours of hard work in order to become highly proficient at something. However, it appears to be restricted to discussion of giftedness and therefore I do not see it as a good synonym for eating bitter.}