Is it difficult to build a robot?

Like many things in life, building robots isn't very difficult... building them well is.  Of course like everything else, you have to start somewhere.  The biggest problems most people seem to have is that they start off with something too complex before they become comfortable with the process and the requirements of making a robot.  You also learn what is important with experience.  People tend to overestimate the importance of armor and underestimate drivability.  A good place to start is by building a RC car or plane.  The principals are basically the same, they just provide a complete set of instructions to follow.  There are also robot kits that can help you get started.