I think it's not that TIG is so hard, it just gives you an almost unlimited amount of control and more optiions, that can't just be learned quickly. Not that say, MIG welding properly is easy... it's just that it seems easy when a beginner learns MIG. Push the torch, drag the torch, one handed operation, press the button, lay a bead. With MIG, it can seem like you're doing well but you aren't, as it tends to hide mistakes more easily. TIG on the other hand, doesn't hide a thing... it tells you immediately when you're doing it wrong. When you're doing MIG, it's like it's telling you, "Sure, why not... not bad, looks fine... keep going!". But with TIG, it's like telling you, "NO! NO! Oh FFS, stop that, just put the torch down! What's wrong with you?!". TIG can be tough on the ego, you need to be thick skinned around TIG. TIG is more honest than MIG... MIG lies.
It's like the difference between flying a plane, and driving a car. Most anyone can learn how to operate a car pretty quickly. But it takes hundreds and hundreds of hours to learn how to fly a plane. A car, if you're driving poorly (like most drivers out there), will still usually get you to your destination... A plane, won't even let you get off the ground, much less fly around if you suck at it. It's not that flying a plane is hard, it just has a much bigger learning curve, and takes a lot more practice.
There are tons of great tips given in this long thread, but sometimes we forget the simplest tips... Here are a couple of mine....
1) Be comfortable. If you're not comfortable it's gonna be that much harder. Do whatever it takes to get into a comfortable position (seating, wrist support, angle of viewing, etc.)
2) Relax! Don't forget to breath. You're not doing brain surgery.
3) Limit caffeine. Stay away from coffee, energy drinks, sodas that are full of caffeine. It's pretty impossible to TIG when your hands are shaking.
4) Practice, practice, practice.... then after you practice a lot, practice some more.
Also TIG can be daunting if you learn on your own through trial and error, there will be a lot of tail chasing trying to figure out what you're doing wrong. Going to welding school is the way to save yourself a lot of grief, but for many, it's just not an option. Working in a shop TIG welding would be another way to learn more easily, as the experienced co-workers give you tips about what you're doing wrong that are priceless, but again... not an option if you can't pass the welding test to get the job in the first place. But luckily you've got the internet and this great site (both the videos and the forums)... take pics when you're having issues, take notes of your settings and materials used, and swallow that pride and post it. Every experienced welder welded like crap at one time, so we all have a ton of sympathy. Just hang in there and keep at it. Before you know it, you'll be flying that F-16.