I'd actually have to say the most surprising thing about the experience was how easy it became after making the first 50-100 words. It's something that sounds really hard to anyone who's never done it before, but really most of the work is on the research and prep end. You need to get some idea of what you're doing, make the rules for your language (especially the syntax,) and then you make the first 50-100 words.
After you've made about that many, you start to get a good feel for the rules you've created. After I got about that far, I got to a point where I can now easily just make new words as I go while writing. I just pause to reference my dictionary, and if the dictionary shows there's no word already in place, I just figure out another word in the language with a similar meaning and then try to think of alterations on it that seem appropriate within the language structure. And, it's surprisingly easy to just come up with something on the spot.
I even do 4thewords, which places you on a timer while you're writing. I'm easily able to come up with these new words while under the time clock without even sweating too much about it.
Yeah, seriously, it's actually no where near as hard as most people think it is. But, I guess anyone who's never tried it would find it pretty hard to believe. It's only people who've actually done it who have discovered how deceptively easy it is once you've gotten over that first hurdle and actually started the process. In terms of difficulty rating, I'd rate it like having a difficulty curve that's the inverse of drawing. Getting your rules and your first 50-100 words is about the same in terms of difficulty as drawing a really nice professional quality drawing. Then, adding words past that first 50-100 has a difficulty equivalent to drawing at a low armature level that's just barely over that of children's drawings.
Just about all of the difficulty in creating a language is very heavily front-loaded. It drops of ridiculously fast after that though.