We didn't have democracy in the western world until quite recently, if you look back at the whole of history. There were brief periods of relative democracy (Greece, Romans, 19th century and onward), but these were (until recently) not universal. Therefore, I'd say that the "history of autocratic rule" is something that we experienced too.
I expect the people in the middle-east to be as good as us at building a lasting democracy. Perhaps it'll take time, but they'll get there. One essential first step seems to be a firm seperation of church and state, like in Turkey - a democratic Muslim country, one of the few examples. It *is* possible, and it's been done.
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