Yes, they are awfully messy, and can get stinky.
The right litter helps a LOT. With my ducks, I found that an acidic bedding makes a big difference. When they were very small, I used pine shavings with good results, changing them at first every other day, topping off in between, and then daily. After they got bigger, I put them in the garage in a bigger brooder, and switched to dry oak leaves, which I gather along the roadside ahead of the municipal yard waste truck.
I have found that oak leaves make great duck bedding. The tannins in the oak leaves seem to really keep the smell down. The leaves are pretty durable, and don't compact and rot quickly like straw or other bedding.
When I ran out of stored bags of oak leaves last summer, I had to switch to straw from the feed store. Not only was it NOT free, I suddenly had odor from the duck pen. I was glad when I was able to gather leaves again in October.
As a side bonus, the ducks love rooting through the leaves for acorns.