One of the questions that I get asked most often is this one. Sure, Finnish is difficult to learn. Learning any language from scratch is difficult, and Finnish grammar is notoriously complex, with 15 cases that may or may not look totally different in their singular and plural forms. So yeah, it's difficult.
The level of difficulty you're likely to face depends on a couple of factors.
1. What you're comparing it to. There are approximately 7000 languages spoken in the world today (it depends on how you count), and I can guarantee you that Finnish is not the most difficult one.
2. What languages you already speak. If you're already fluent in Estonian, you'll learn Finnish pretty quickly. The big Indo-European languages like English, French, German and Russian are all related, and so they share a lot of grammar and vocabulary. Finnish and Estonian are from an entirely different family of languages, the Finno-Ugric languages. However, Finnish has a lot of loan words from its Indo-European neighbors, so it helps if you know one or more of them.
3. How many languages you already speak. People tend to think that there's only so much room in our brains for languages, as if our brains are bookshelves, and small ones at that. Or memory sticks with exactly one gigabit of storage space, and when it's full it's full, so you must choose carefully. That's not how learning works. The more languages you know - any languages, no matter how much or little you know - the easier it gets to learn a new language. If you're an adult who only speaks one language, English, for example, you'll have to work a lot harder than someone who's bilingual from childhood and has already studied several foreign languages. But if you only speak one language, fear not! I've seen many, many people in your position learn Finnish and you can, too. But you have to want it.
4. How motivated you are. Learning any new language well is a huge goal and takes a lot of time to reach, and you need to really commit to get there. It helps a lot if you have a concrete reason to want to learn - maybe you live in Finland, or have a Finnish family member. Or maybe you want to spend a holiday in Finland and be able to order your korvapuusti in Finnish.
5. How much of a perfectionist you are. To learn any new language from the very beginning you have to be willing to make a lot of mistakes and continuously make a fool of yourself for a very long time. Perfectionism is the enemy of learning anything, but it becomes a huge problem with a language that inspires memes like this: