Starcraft. It takes forever and ever to master.
The single player campaign is moderately difficult but hardly impossible - you don't even need to master the hotkeys.
The real challenge comes in when you're up against other players who are more experienced than you are, know the hotkeys, and have a high number of actions per minute. I'm not really sure you can call the game itself difficult when the most significant difficulty factor is another human being.
That's what I mean. The campaign itself is fine, but it takes years of practice to be decent at competitions and you likely have to be Korean.