To answer your question, any instrument has its own set of difficulties:
Woodwinds: learning the right amount of pressure to use on the mouthpiece/reed combo to produce sound without squeaking; learning the right amount of air to use; learning the fingerings for around 20 notes, including multiple alternate fingerings.
Brass: learning how to buzz at different partials; learning the right combinations of the 3-5 valves at your disposal; learning breathing control.
Piano (included because any musician, even an aspiring one, should know at least a little piano): learning how to independently control three limbs (two hands for keys and a foot for pedals); learning how to play multiple notes at the same time; learning how to have competing ideas playing in either hand.
Percussion: learning how to play dozens of different instruments well; learning how to have four different limbs do four different things (drumset).
All of these are in addition to learning music theory, correct performance techniques, posture, breathing, how to play by yourself (controlling volume and intonation, keeping consistent tempo), how to play with others (ignoring everyone else doing something different while simultaneously listening to everyone else for group intonation, tempo changes, volume matching), etc.
See what I'm getting at? They're all challenging (and thus, they're all rewarding). Any variance in the amount of difficulty from one instrument to the next should be ignored.
THAT BEING SAID
I worked at a band instrument store for eight years or so, and I did notice that some people have an inherent aptitude for one type of instrument or another. I can play (or at least make a sound on) just about any woodwind instrument you set in front of me. Brass instruments...not so much. I was better with low brass, but it took years before I could make any sounds on the trumpet (not trying very hard, mind you, just picking one up every now and again in the store).
I did like this suggestion from @Dekkadeci:
See if you can go to a music shop where you can try all those
instruments for a tiny bit and find out for yourself which one is the
easiest to play.
Finally, if you want to make any actual headway with ANY of these instruments, take a private lesson. Even just one will save an enormous amount of time and effort on your part attempting to unlearn bad habits.