Just about all instruments are very difficult to master, basically by definition. If an instrument is in principle easy, it just means more elaborate music will be written for it. Piano is maybe the clearest example – the instrument itself is quite objectively simple to play, but piano parts tend to be so polymorphic that they would be just impossible on most other instruments. Vice versa, you could play most guitar or violin parts on the piano, though it would typically sound quite unsatisfying.
Definitely, there exist some horribly difficult pieces for both guitar and violin.
But frankly, starting an instrument with the main goal of reaching some sort of master level is stupid. Music is not a competition. Learn an instrument that you find inspiring, that you want to master for the sake of playing the music you love, not the music that brings you highest in some hierarchy of players.
It definitely is safe to say that violin is harder to learn initially than guitar. But if you're really into violin music, then this hurdle should be surmountable, provided you find a good teacher. Like any instrument (except maybe theremin and octaventral heebiephone...), violin will get easier over time. If you've learned it enough, it will then be easier than guitar for you. And certainly, on violin you'll more readily be able to play a flashy lead melody than on classical guitar – but then again, on electric guitar it's much easier to learn something you can show off with, if that's what you want.
The main difficulties with violin are
- Intonation – very tricky to get right, and if you're a little off it'll sound really out of tune
- Bow control – very easy to produce really nasty scratch sounds, hard to produce clear notes. The bow needs to also select the right strings, rhythm, and coordinate with the fingering.
- Posture – violin isn't exactly easy on one's neck & shoulders.
- Steadiness of playing with dynamics, vibrato etc..
The main difficulties with classical guitar are
- Coordination between the hands. Since there's typically quite a lot of arpeggiation through all strings going on, this is rather more challenging than on violin (but in a different way from piano).
- Clean fingering of chords. Bar chords require some force.
- Unfolding of dynamics / expression. Whereas violin rather leads you to play with too much expression, guitar can well be quite dull if the player does not put some life into the notes.