Are FPGAs more intuitive to learn than microprocessors for doing DSP
Take a tip from which way the professional industry is moving. Some organisations program the DSP parts of their FPGAs by writing a MATLAB or C program, then use a synthesis tool to compile it to VHDL. Much the same as most people stopped writing machine code or assembler, when compilers became accepted as the way to do it. 

However, these tools are usually very expensive, and hinting at them how to parallelise the design is a huge learning curve, so they're not applicable to hobbyists at the moment. Not many companies use them for production either, because there are still plenty of DSP engineers that grumble 'they can do it better on the hardware than a compiler', just like assembler programmers used to grumble 30 years ago.

Even if you do actually want to target hardware eventually, always start with an easy to use tool like MATLAB (costs), Octave (free) or Python+numpy+matplotlib (free), so you can see what's happening, and generate some test vectors to prove out your hardware.

You will be able to do audio DSP quite happily in reasonably available DSP microprocessors. However, doing radio frequency work will need FPGA.