Your body needs more fuel. If you're wondering why you haven't gained strength in the gym, you may not be nourishing yourself with the right nutrients. To build muscle, make sure you eat enough protein and don't skip that crucial post-workout snack. So, before you throw in the towel completely, consider what can be achieved with your current fitness level.
For example, if you don't have a solid training as a runner (let alone if you don't have any running experience), setting the goal of running your first marathon in less than 3 hours means setting yourself up for failure. A more realistic starting point might be to try running a distance of 5 or 10 km first. If you opt for 42 km, your first marathon should consist of gaining experience and crossing the finish line, no matter the time. It's good to have at least 3 months to see adequate physical change, no matter what your goal is.
Ideally, if your main goal is, for example, three months from now, I would set you smaller goals, goals for every two weeks and make sure that they are realistic enough so that you can achieve them and have a sense of achievement and a good boost of motivation. Are you excited and dying to start your real training? When you're really excited, it's tempting to stop warming up and get right to the point. However, if you don't warm up, you'll get less out of your training, as your body won't be ready to give 110%. The ideal amount of high-intensity training per week depends on your fitness level and the total training load for that week.
I usually do two shorter HIIT-type sessions (5 to 10 minutes) and one longer HIIT session (more than 20 minutes) per week. When it comes to rest days, I believe in the 3-ON-1 OFF style. This will work for most people, considering a week's total load. To start seeing the results of exercise, harness your potential with this 4-week fitness program created by Frederik Aegidius, the trainer of Annie Thorisdottir, who has twice been “The Fittest Woman in the World”.
You're convinced that all muscular physiques are the result of excellent genetics. This translates to a perfect reason not to try to make the most of what you have and, therefore, you are completely missing out on maximizing your potential. So no; watching your gym partner lose 20 pounds in the time it took you to lose five isn't just in your head, but there's science behind it. While the study isn't conclusive as to why some people with the same health and fitness regime seem to improve better than others, there are certain things you can look at if you feel like you're progressing more slowly than your gym partner.