no skills are hard, some are very tedious and repetitive thus making them boring.
agility is boring, run laps again and again and again...you get it
for me agility
Hunter is the hardest to start. You pretty much HAVE to have someone show you how, and there are different hunting styles. Also most of Hunter is competetive, which makes it even more difficult to start.
The toughest skill to START training for me was hunter. When I first got mem many years ago I didn't encounter any hunter areas or shops. It took a friend to introduce me to the skill as I was hardly aware of it.
Imo, the hardest skill to START training has got to be Dungeoneering. At first it seemed so complex, but if you stick with it for some time you start to realize its much simpler then it seems.