I'd have to say that the hardest part of Catholicism, for me, is living the Catholic faith. There are some things, that are required of me as a Catholic, that just make me want to say, "Why? Why do I have to do this?" There are struggles in my heart between what I feel is logical, what I think would be right, and what is spiritual, what the Church teaches is right. Then there is having to explain my Catholicity to others, having to explain why we do what we do. It's especially hard with my parents, since they opposed my conversion. All this stuff weighs really heavily on me.
At the same time, I would say the easiest part of Catholicism, in my opinion, is also living the faith. There are things that I really don't want to do, or that I don't think will benefit me, but in the long run, they do. And when I have ashes on my forehead and abstain from meat on Ash Wednesday, I have a chance to convey a part of something that is a special, all-encompassing thing for me. It gives me hope in times when I just want to lay down and die.
It's a contradiction, definitely, but I can accept that. Jesus said you have to die to live, you have to give up your life for your brother, but that His burden is light. I don't understand it, but it works for me.