If you find Hamilton too difficult then there is Introduction to Econometric Modeling Princeton Uni Press by Bent Nielsen and David Hendry. It focuses more on intuition and practical how-tos than deeper theory. So if you're on a time constraint then that would be a good approach.

I would still recommend to persevere with Time Series Analysis by Hamilton. It is very deep mathematically and the first four chapters will keep you going for a long time and serve as a very strong introduction to the topic. It also covers Granger non-causality and cointegration and if you decide to pursue this topic more deeply then it is in invaluable resource.

For a more intuitive treatment of cointegration, I would also recommend Cointegration, Causality, and Forecasting by Engle and White.

Finally for very advanced treatments, there is Soren Johansen's book "Likelihood-Based Inference in Cointegrated VARs" and of course David Hendry's "Dynamic Econometrics".

Among those two, I would think Hendry's is more big-picture oriented and Johansen is pretty hard-going on the math.