Some people says violin, my top three (actually four) guesses are violin, pipe organ, accordion and guitar. Except the guitar, I never played any of these instruments but they look hard 
Saxaphone
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I’d like to learn to play drums but I suspect they’re hard to learn. Hands and feet doing different things, keeping time, requiring accuracy and touch. I’ve no idea how they compare to learning other instruments but they seem like they’d be hard to even learn to play simple rhythms well
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I imagine it’s incredibly physically taxing, too! Especially those rockers who go full Animal behind the kit.
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And of course there are all the associated hazards - strange gardening accidents, spontaneous combustion, choking on … well … you know the rest.
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Definitely theremin. I can’t even imagine how to play this thing…
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Cello, violin or viola? Any bowed instrument lacking frets.
The oboe or any other instrument with two reeds, they can’t be easy.
The bagpipes, oh. . . the pipes. Lots going on there to get a usable sound.
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This is what we were always told in orchestra and also in DCI. For sure the Oboe, its double reed makes it super tough, major breath control is needed, there are other factors as well. It is super tough to learn. Many instrument are incredibly difficult because of the breath control and embouchure difficulties, but none that are quite as hard as the oboe. The French horn and even the bag pipes are tough to play much less master and are ranked in this list.
The other class of difficult instrument is the fretless. The cello and violin listed in this class.
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Travel piano.
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Gotta be fun to re-string and tune.
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Church Bells (of the change ringing variety).
- It take around 10 hours of 1:1 tuition with an instructor before you are normally allowed to safely “play” a bell without assistance.
- You need other people to play more than one note
- Your instrument can weigh as much as a small car
- It takes a further few weeks or even months to learn how to play a scale
- Learning to play even the most basic “tune” (method) can take a year or more
Cheers,
Keith
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It takes a very long time to find out what it is 
(Google photo search doesn’t always make it more fun
)
And this one is a bit true Although, like Justin, I think it should actually be the piano to be the easiest at the first time ( for me it was)… but it does say something
Greetings
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Didgeridoo.
Try breathing that one. 
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I saw a duo playing the Uilleann pipes last year … now that did not look easy!
Catherine Ashcroft & Maurice Dickson (Mochara) - Táimse im’ Chodladh/King of the Pipers
… and appropriate for today
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Lol can you imagine?