Knowledge wise, systems got me. I loved aerodynamics, rules/regs, etc. Systems, just wasn't my thing...
Flight training wise...VOR's was probably my biggest pain in the butt. Finally oneday, it just clicked...not sure what made it click, or why I ever had the trouble that I did...but it clicked, and it's been a-okay ever since. Night landings also got me, because I have issues with blue light...but I have to wear a special kinda glasses at night if I fly...though I opt not to for safety reasons. I can't drive at night either, but that's not important.
Heck, troubles are still around even after you get your certificate. All of my private pilot training was done outta grass fields in a cub/152...the only paved/controlled experience I had was doing the 3 required takeoffs and landings with ATC at a class D airport - late evening - with no one around. So when I moved up to Syracuse, I instantly went from short uncontrolled grass strips to a busier class C airport. Looking back, no SYR isn't real busy...but for that first flight, it was nuts. I wasn't comfortable making the flight even after the initial checkout up here, so I took a lesson or two just to familiarize myself with ATC procedures again...I saw/see nothing wrong with that, and I'm perfectly comfortable flying up here now.