Let it not be said that Christianity is an easy religion to follow. While a number of other religions might actively encourage personal morality, Christianity is a religion of "self denial". That is, we have a sinful nature that we must put to death.
Matthew 16:24 is one verse that is often misunderstood. When we're told to "take up our cross", we think specifically of the cross on which Jesus died. But up to this point, Jesus Himself had not been crucified. No one except He knew exactly what was going to happen. Thus, His original audience had something else in mind.
In Roman society, those who were to be crucified were humiliated by having to carry their own cross to the place in which they were to be nailed to it. It was a final act of submission to the authority against which they had previously rebelled. This, of course, was very difficult. Not only were victims carrying a rather large wooden structure, they were unfortunate enough to have been severely beaten (sometimes people wouldn't even survive this beating) before doing so.
As physically hard as this was for crucifixion victims, that's how spiritually hard it is for Christians to take up our cross. It requires us to humble ourselves before the Lord, submitting to Him where we had previously rebelled, and ultimately make a number of decisions we don't want to make.
Human beings are sinful. It's just our nature. We think, say and do evil things on a daily basis. To deny the self means to reject this evil nature. When we want one thing, and God wants another, God's will has to win. Sadly, for many Christians(?), this isn't just hard, it's not even an option. All too often, Christians will try to crowbar their views into the Bible, but self denial is about absorbing God's views from it. Let us submit, regardless of difficulty, to the authority against whom we previously rebelled. Crucify your sin, and let God raise you from the dead without it.