Pregraduate students often have low success expectations toward their thermodynamics courses, which are often considered too abstract and remarkably difficult to understand. For this reason, they may not even try to reach any level of comprehension while settling for reproducing mathematical calculations and memorizing definitions to pass the exams. Traditional lectures on thermodynamics, focusing on mathematical deductions while neglecting the qualitative characterization of the concepts behind the equations, do not help in this respect. Aiming at a change in the teaching practice and focused on the second law of thermodynamics, the main goals of this work are to characterize the way of reasoning of the expert; to present a review on the most important learning difficulties encountered by students and categorize them into three groups: the disregard of qualitative understanding, the inherent conceptual difficulties, and those related to the students' previous knowledge; and to propose some suitable teaching practices to assist instructors in this difficult but rewarding task.