Personally I think stress is one of the hardest things. There are thousands of words around, so most likely I cannot remember all stress-marks of every word then pronounce them exactly. Is it so important? And how to deal with this problem efficiently?
It is, unfortunately, an important aspect of the English language, and there is, unfortunately, no hard-and-fast rule on the subject. We need stress to differentiate between words like "record" (the noun) and "record" (the verb). Improper stress will also make you sound absolutely ridiculous to the average native English speaker. Depending on the severity of your pronunciation transgressions, some native speakers won't be able to understand you at all.
My suggestion would be to imitate what you hear to the best of your ability. Stress is an important part of English words, just as tone is an important part of Chinese words. It may be difficult to learn pronunciations for all words, but it is a necessity.
Stress is very important — in some languages even crucial. And you need to learn the exceptions by heart.
The best way to learn, in my experience, is to listen to a lot of native speakers and look up the words you are not sure of in a dictionary/Wikipedia.
The biggest issue to me is being able to understand what you are saying. With the wrong stress, you can be using completely different words than what you intended. Some of my Russian speaking friends have very high education(s) and have read a lot of books and know polysyllabic words, but stress them wrong, making it hard to even guess what they mean.
If you spend some time learning historically long and short vowels, the great vowel shift of historically long vowels, some odd scribal practices, historical phonological processes, and how some affixes change the stress, you can become efficient at predicting the stress of random words.
Read these papers: