I haven’t built many machines over the years, but to me it’s less like ‘hard’ and more like ‘scary’. The line about locking down CPUs feeling like breaking hundreds of dollars of hardware 100% of the time is a very real thing.
Otherwise it’s the usual dread of whether the damn thing will actually boot. These days, though, they’re much better at booting than they are at not booting, so most of that nail biting is gone.
Honestly, it's mostly just detail-oriented. Some people might not pick it up easily, while others will. All the hardware-building forums and such make it easier than it used to be.