Some people say it's very difficult because Finnish is one of few languages with any international influence and between 60 and 80% of all the words in the language are of Finnish origin. I think it's because when it became an official language, some hundred years ago, they replaced most of the foreign words with Finnish words. The vocabulary and structure of the sounds of the words also have very little in common with other Indo-European languages. Whether it's difficult or not would depend on your mother tongue.
Another tricky bit is that many Finnish people don't actually pronounce the words as they are spelled. Spoken Finnish can differ a lot from written Finnish.
I think the best way of learning it would be to hang out with people from Finland. Maybe have a chat and a beer in the sauna. That's what they do sometimes. No offense! You could also do a language course. Maybe a bit of each.
Moi mukkulat! Yksi, kaksi, kolme...