Languages are typically as hard to learn as the language courses make them - a good course can make any language possible, and a bad one can make any language impossible, so this is more significant than any inherent difficulty of the language.

Finnish is rational and fun - it sounds beautiful, and that's a great motivation to keep going with it. There's a lot of complexity though in the way words change form for different functional roles in a sentence (this is the only aspect of Finnish that makes it hard), but the trick is to learn to understand them first. Absorb vocabulary to fill your head with examples of how words work rather than by trying to learn rules as to how to form them all mechanically.

The Finnish course that I tried to learn from is probably the worst designed course I've ever seen, spending several pages in each lesson going through all the many ways different words are modified to form different "cases" (with dozens of irregular forms where small sets of words follow the same pattern as each other), even though no human could possibly learn all those rules in that way, and it's that kind of book that helped Finnish get its reputation as a hard language. It simply isn't necessary to learn rules like that - the different forms of each word are usually easy to recognise and understand, and that's enough to work with.

There are also lots of dialects of Finish where the words deviate away from the forms you learn in a language course, so it's best to think of the language being more fluid and copy other people's usage after learning just the basic rules for the more regular words. Focus on reading texts and trying to make sense of them, and keep working that way until you have a really good feel for how Finnish words work - that's what native speakers of any language do: they understand fluently before they turn to trying to speak, and all that exposure to the language which they get in the course of learning to understand it subsequently makes it much easier to learn to speak it because the right forms of each word are already familiar to them and they simply don't need to apply rules to try to form them.

I plan to get back to working on Finnish when I have more time - the biggest fault with the language course I have for it is that it doesn't provide translations of any of the texts, and it takes forever trying to look up words, but Google Translate has now solved that problem - it's just a matter of typing sentences in, so I can now put 80% of my time into getting on with learning the language instead of wasting 99% of it looking up words. I tried this with the lesson I got stuck at on my original attempt to learn Finnish and the impossible task became easy, although you need to be able to type in ä and ö (I do this by switching to Spanish keyboard mode which allows the two dots to be added to any vowel, so Google Translate clearly isn't fussy about which keyboard mode you work from, just so long as you can type these letters in - I haven't explored other keyboard modes for this as I don't want to install too many in case it slows my machine down with bloat).

Anyway, I'd recommend that you give Finnish a go, and if you struggle with one course, get another one and then alternate between the two. If it's still a struggle then, add a third. If the exercises are too hard, just skip them - particularly if they expect you to answer in Finnish (which you should really avoid anyway on the first run through any language course). If you grind to a halt completely, go back to the start and read through the course again up to the point where you got stuck, because you'll typically find that the sticking point is really easy to get past on the second go (although that didn't work with my language course beyond a certain point where it just took too long looking up words). I know enough Finnish now to be sure that I can conquer it - the only thing that makes it hard is the way the words change for different roles in a multitude of irregular ways, but there's no barrier there to learning to understand Finnish - it merely makes it take a bit more work to learn to speak it correctly than you'd need for many other languages.