The most complicated will differ depending on how much tech savvy the user is. If you are a complete newbie the most difficult thing will be understanding that a private key is not your address. I see people all the time posting TXID instead of their address or putting their own address in the target field, there were even people who mixed the fee with the coins they wanted to send.
For the average user the most difficult will probably be keeping your coins in your wallet and making sure nothing leaks. There's a lot to protect with bitcoin. Your wallet password, private key, recovery phrases... You also have to keep the email registered on exchanges pretty secure.
Exactly. It all depends on the level of knowledge a certain user has. Besides some Bitcoin features that are not easily understandable by the average person, the most complicated thing about the cryptocurrency is how to properly secure it. We've seen many times how people get their coins robbed in a centralized exchange as a result of carelessness over their own money. If they knew that centralized exchanges are the #1 target of hackers, they would've only deposited a small number of coins instead of their whole life savings. As it's said, "Knowledge is Power". The more you know, the better you'll make use of Bitcoin or any other cryptocurrency within the mainstream world. I guess that it's up to us, experienced crypto enthusiasts to teach newcomers into crypto how to properly secure their money against any undesired situation within cyberspace (hacks, scams, etc). With proper education, people will find it much easier to use Bitcoin for their daily lives.
Hardware wallets are not so easy to use, but they're improving over time. Of course, they're most often expensive to acquire but well-worth the price to secure our crypto funds against high-profile attacks. Once you know the basics of sending/receiving a Bitcoin, as well as, properly securing it against outsiders, then the rest will be just a piece of cake. Most often, users will find interacting with the Bitcoin command-line client harder than doing so with a wallet that has a graphical user interface. Mainstream Bitcoin wallets of today, have attractive and easy-to-use interfaces which makes sending/receiving Bitcoin extremely easy for everyday people. But learning the command line is a must, in order to exploit the full potential of the Bitcoin blockchain.
Nonetheless, I believe that Bitcoin will become much easier to use over time as developers improve the user experience of wallets. Securing Bitcoin against hacks or theft will be a thing of the past, as hardware wallets will become a necessity in the future. Time will tell us whenever people will truly adapt to digital currencies like Bitcoin and Ethereum or all the other way around. Just my thoughts
