You know, I actually enjoy the Socratic Method when it's me and the Prof talking, or the Prof and an articulate other student. But, as mentioned above, a lot of the time the Socratic Method involves the Prof calling on underprepared people who mumble and fumble their way through cases.
So, you're not crazy for thinking that the Socratic Method will be enjoyable to experience as it pertains to you. But, the actual class experience usually isn't so fun. And, as a really fun added kicker, if you volunteer enough to fill up the time and engage in the dialog, you'll get pegged as a gunner.