Hmm difficult, I'd say Silmarillion was one of them. I liked Children of hurin though, it was easier to read than Lord of the rings (Which were sorta hard as well). There are quite a few books that I found a tad boring or just plain difficult to get through. Catcher in the Rye and Emma for instance, but most of them redeemed themselves in the end.
However, there's one book, that will always stay with me as the most difficult read, EVER.
There's this book called The Discovery of Heaven, and I read it when I was about 15 and besides the main plot which never quite made a whole lot of sense to me (I think it's about a dude with lapiz lazuli eyes bringing back the 10 (even though there are 14, if not 600+)) commandments back to heaven, as in those two tablet things) the rest of the text was peppered with references to political situations and in general cultural references that were relevant in the 70s/80s and most of them just flew right over my head. Also, damn thing's like 1000+ pages long. It was mind boggling and I still don't get the ending (something weird happens with the angels who orchestrated the whole thing, and it's just...wth?).