If you are a new player the hardest skill to start training is by far Dungeoneering, because along with the "skill" of dungeoneering you are also thrown into a world using all other skills.
Dungeoneering I have given up on it almost completely and I don't give up on anything. I like playing solo and the exp is just not good if you do it all alone. Almost all my dungeoneering Exp has been from Tears and Penguin Hunting. I like skill I just don't feel like I am getting anywhere exp wise when I train it.
Free play = All pretty average but some are time consuming than others, quite hard to say actually but its either Dungeoneering or Prayer
Members = Agility
My opinion of course
Question: In your opinion, what is the toughest skill to start training?
Answer: I will absolutely say the farming skill.
When you start training, you need to see what seed you’re able to plant. After that, you have to check where’s the patch you can plant your seeds. When you arrived to the patch, you need to remove the weed, put compost, plant your seed, water it, and wait a couple of hours.
It's very long to have XP.
Construction.
Unlike other skills, construction does not have a quest to get you started on it. You must purchase many materials: house space, logs/planks, nails, etc. All of this can be quite daunting for low levels.