As according to my experience, instruments in which tha basic notes(sa re ga ma pa) are not built in and you have to make it yourself with the help of fingers, are the most difficult ones to learn. Like violin and flute. My hands on experience with violin has made me feel that as it required alot of time, endurance and preserverance to perfect the positioning of fingers as even a mistake of one tenth of a centimeter can spoil the whole tune. I started learning violin just because the sound of it used to touch my heart so deeply.
This answer has been answered extremely well by others but I just want to emphasize that there have been studies that show when we engage in solitary activities, i.e. playing an instrument, ice skating, tennis ( one on one), it teaches not only discipline but it teaches us how to concentrate. A skater will fall if not paying attention to what he/she is doing.