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EU4...
I like most other Paradox games and I'm at least decent in them I'd say but EU4 just eludes me.
For the people unaware why EU4 is hard:
Take risk (the board game)
Now split the provinces till you have more than 3000 provinces. Then add variables to each region for culture, claims, trade good, trade power, buildings, development (in 3 aspects), the region they are part of, the trade node they are part of, religion, autonomy, unrest, devestation, temporary effects, and many many more.
Do the same for armies.
Add complicated politics, with royal marriages that allow countries to inherit other countries, war goals, casus belli requirements, etc.
Add colonization mechanics.
Add government mechanics (with many different variants for different governments ofcourse).
Add a compex Holy Roman Empire system and a complex system for the Chinese empire.
Add mechnics for different religions, including a pope and a religous war that can bring all of europe into a giant war.
Add a pool of diplomats, merchants, generals, and missionaries.
Now realise that I haven't played the game for ages, and this was just mechanics from the top of my head, and without what they added in the last few years.
EU4 is not hard due to required reflexes, muscle memory learning, or rythm feeling. It is just a lot of things to learn and to keep track of, woven into a super complicated simulation.
It's just so much stuff and I never knew what's actually important and what not
EU4 is pretty much exactly as difficult as being a real king in history just without any of the long term consequences. Paradox worked pretty hard to make this the case.