Why Is Prayer So Hard?

One reason: Satan.

We should learn a lesson from how hard it is to pray as we ought and how much the evil one opposes prayer. If you've got costume jewelry, there's no need to buy locks and alarms. If precious and rare jewels, the defense budget and strategies ramp up considerably.

John Flavel:

The devil is aware that one hour of close fellowship, of hearty converse with God in prayer, is able to pull down what he hath been contriving and building many a year. (John Flavel)

John Climacus:

We know the utility of prayer from the efforts of the wicked spirits to distract us during the Divine office (i.e. during prayer); and we experience the fruit of prayer in the defeat of our enemies.

Richard Sibbes:

When we go to God by prayer, the devil knows we go to fetch strength against him, and therefore he opposeth us all he can.

The Apostle Paul (Ephesians 6:10-14, 18, emphasis mine):

Finally, be strong in the Lord and in the strength of his might. Put on the whole armor of God, that you may be able to stand against the schemes of the devil. For we do not wrestle against flesh and blood, but against the rulers, against the authorities, against the cosmic powers over this present darkness, against the spiritual forces of evil in the heavenly places. Therefore take up the whole armor of God, that you may be able to withstand in the evil day, and having done all, to stand firm. Stand therefore...praying at all times in the Spirit, with all prayer and supplication. To that end keep alert with all perseverance, making supplication for all the saints.