Setting up is easy, maintaining and responding to all the blocks you may get is ongoing and simply cumbersome. That is what people are referring to when they say its tricky.
You may wake up one morning, and find your host is blocked through association (if you are lucky - some hosts will simply silently swallow your mail - i.e. it never arrives and you dont know about it). You can apply for removal in some cases (and wait for it to update before you resend), and in other cases find your hosts entire subnet is blocked, resulting in you having to set up another server on a different subnet in order to relay your email.
There are ways around a lot of this, but hosting on AWS/DO/Etc not having your own assigned subnet, etc, will most definitely result in the above when you least want it to happen.
Of course SPF and DKIM were supposed to alleviate the need for these IP based blocks, but the reality is that they haven't changed a thing when it comes to sending email to large hosts.
Thats why we say its tricky.
The only real issues I had were with Gmail for a few months, until they got used to the IP address sending legit email. You have to instruct people to look in their spam folder (of which Gmail hides the existence, an evil thing in itself) until people marked like 10 emails as being non-spam over the course of a few months. Hardly had any trouble otherwise, and I don't even use DKIM nor a reverse DNS for all domains (only SPF because that was easy to do, and with 1 IP address I can do only 1 reverse DNS, and only v4 at that).
It helps that I've got a static address, and it might also help that XS4ALL (ISP) has a good abuse team that probably keeps the netblock quite clean. I don't know to what degree this affected my experience.
You're not just setting up mail, you're dealing with an email cartel that does not have any desire for small players to exist. Note that I said "small players", not "spammers". Enough spam makes it to its destination that there are certainly palms being greased.
No need to get snarky. I do run a personal mail server myself so I'm reasonably sure I know what reality is like.
I also have a personal mail server that works fine, but I wouldn't recommend most people to do it, because getting spamholed is quite a serious liability.
I don't think we should dissuade people from doing it, especially if the fact that more people doing it means that it'll be easier next time because it'll be slightly more common. Many of us are in tech and the field is a small subset of the population. Even if it's a small amount of servers setup by us, that could make a noticeable on those working at bigcorps who write the hostile receivers.