What is the question?
The question is about the expression “So I have learned”. As many have commented, ‘I have’ would sound unnatural in the informal speech (“Hey…”) of the example, so I shall consider the rephrased expression “So I’ve learned”.
One reason my initial answer received several downvotes is, I believe, because I interpreted the example conversation in a different manner to others. @HighPerformanceMark had actually commented on problems with the example. I have therefore rewritten my answer to consider different possible interpretations of the question. The ambiguity is as follows:
WHAT STATEMENT IS THIS A RESPONSE TO?
I think you’ll find it easiest by doing Y.
This stuff is really tricky to get right.
WHAT IS MEANT BY LEARNED?
Acquired knowledge first hand (e.g. I learned to drive a car.)
Acquired information second hand (e.g. I learned that she was married.)
WHAT DOES THE POSTER WANT TO KNOW ABOUT THE EXPRESSION?
Is it correct English?
Is it a commonly-used expression?
1. Response to “This stuff is really tricky…”
“So I’ve learned” would be acceptable if it were clearly a response to this statement and the meaning was that the speaker had discovered that the task was difficult from trying to perform it himself. Unambiguous and more common alternatives would be:
“So I discovered/found out”
or, using learned in the second sense
“Yes, I learned that the hard way!”
2. Response to “I think you’ll find it easiest by doing Y”
I do not think “So I’ve learned” would be a natural response to this in either case.
If the speaker wished to affirm that he had received the same information from other sources such a response would imply that he had asked how to perform the task because he was unsure whether this information was correct. In this case ‘learned’ would certainly sound too educational, and a more colloquial expression starting with “So”
“So I’ve been told”
conveys either doubt or an unpleasant “know that already” smart-Alec attitude. (The very common “So they say” even more so).To avoid that, something like
“That’s what I’ve been told”
avoids the implication of possible doubt.
If the information had been received in a formal environment, but not in a practical manner, something like
“That’s what they told (or taught) us in the course (etc.)”
takes the emphasis off “me”, conveys credit to the training.
Conclusion and Advice
The expression is undoubtedly grammatical English, but certainly not as commonly used as the alternatives I have suggested, replacing “So” and “learned”.
Whether the expression sounds natural depends on what it is meant to convey (and in what social and regional environment). Answers here on the question of whether or not something sounds natural are generally subjective (on first reading, the phrase “Thus spake Zarathusta” came to mind in my case). To obtain an objective answer listen: do you ever hear the expression used in conversation? Do this rather than try to introduce an expression you learned somewhere just because it appeals to you.