This is an interesting question. Having almost finished up my first year I have to admit that getting a PhD is not as hard as I thought it would be, in some cases, and much harder than I thought it would be in others.
The coursework is not any more difficult than any upper division undergrad course or graduate course in my opinion. This is especially true since most PhD students are already well versed in the subjects their coursework exposes them to. Some courses present advanced topics and methods but nothing that any student who has now been in higher education for at least six years shouldn't be able to learn and accomplish in a semester.
The difficult part of a PhD, and this is what separates it from any other degree, is the fact that the student is not being asked to show how well they can learn and regurgitate information any longer, but rather they are being asked to come up with their own research topics and prove to their committee members and other faculty that they have what it takes to do independent research. This is a new and daunting experience and gives every PhD student some heartburn and added stress.
I have also seen two types of PhD students and the two types have very different experiences. The first type is the funded student who is basically handed a research topic from a faculty member who is already performing research in a specific field and needs a PhD student to assist them. In return for doing a lot of analysis in the lab and writing a bunch of papers, the student has a very well defined and canned dissertation in the bag. I shouldn't make it sound that easy because they still work very hard and earn the degree, just with a lot less mental and emotional stress that the second group of students face.
The second group of PhD students are either unfunded or are funded but their advisor does not have a research project to hand over to them from the first day of class. These students have to really work hard to figure out what research topic they are most interested in and come up with a unique and independent study that will fulfill the requirements of a dissertation. This causes a lot of added stress and sleepless nights but in the end I think that it is beneficial to the student because they learn a lot about themselves, their own interests (as opposed to those of their advisor) and what they want to research. Passion matters! When you are climbing a mountain you have to be passionate about what you are doing or else you will not have the stamina to finish the climb.
I am in somewhat of a hybrid situation, which I think is the BEST place to be. I am funded in another department as a Research Assistant but I am not doing my dissertation on the work that my PI is engaged in. I am finding my own way and making myself responsible for my final dissertation and research topic. I have only been in the program for one year and I am on my fifth dissertation topic!!! The reason for this is because I have no problem coming up with great ideas...but when I start to dig deeper into the literature and learn more about the topic I realize that 1. this has already been done or 2. that there are so many road blocks to the data and resources and funding that it is just not possible in the time I have to finish this degree.
One of my professors made the analogy to digging a well. The good research questions are the water at the bottom of the well. You have to dig through the literature and available body of knowledge on a topic until you get to the water. This takes time and you have to read and look for holes and gaps in the literature and you will start to develop your own ideas and research questions. The key here is to ASK QUESTIONS!!! Question everything. Question the methods used, the data source, the analysis, the audience and everything else because that is where you will find water. That is where you will find the holes and gaps in the current knowledge of a topic and new ideas and direction will spawn.
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