It is easy to argue the position that chess is one of the most difficult strategy games ever to play, especially on a high level. Playing it on a casual level is fun, and fine, and there's nothing wrong with it, but once you begin to attempt to climb that hill, you realize what you are actually attempting is not a hill, but Everest itself, and you have no idea how to attempt to tackle this monster.
Chess has many, many different kinds of strategies, different variations on defense and attack, sacrificial play, aggressive play where you attempt to destroy your opponent quickly, defensive play where you value keeping your pieces more than taking your opponent's, and more, and more, and on and on it goes.
The number of technically possible positions increases exponentially as a game goes on. The number of positions after White's first move is 20. After Black moves for the first time, this changes to400.Just in two moves, it goes from 20 to 400, the different ways the board can be arranged. This is because of how many pieces there are, how many ways they can be moved, how many ways your opponent can respond, it's simply ludicrous.
Just in case you were curious, after just5moves in the game, there are over 800,000 possible positions of the board. After just five moves.
Now, of course, many of these will be similar with minor differences, but in the end, that part doesn't really matter. It's very unlikely that any chess game will play exactly like any other, and this is just another strength of the game.
Having to memorize so many moves, so many ways the pieces can interact, every opener, every strategy—it's a strain for the human brain at best, and slow play while gaining experience can probably help a lot towards being able to recognize certain things from your opponent that you would have certainly missed at some point.
Now, as if the sheer number of moves, openers, and strategies was not already enough, the intelligence of your opponent must be considered. Baits, sacrifices, and any trick or play in the book that is legal can easily tempt you into making one or two moves that will utterly ruin your position on the board if your opponent is skilled enough to do it, or if you are inexperienced enough to fall for it—or even if you just make a mistake at that moment, once it's made, it can't be undone. You then get to watch your opponent pick your board apart with his or her superior piece strength and mobility while you struggle as your defenses crumble.
If you have ever been crushed by a grandmaster, you will know what it feels like to be taught how to play chess by someone who knows. This kind of game rewards skill, experience, practice, and knowledge, and it's a pursuit worth your time should you ever want to attempt to dive into the deep ocean that is competitive chess. There are monsters lurking at the bottom: behemoths, ancient ones. Players that have been playing for thirty years, geniuses and prodigies like Magnus Carlsen, ancient grandmasters like Kasparov, and more, the list goes on.
Despite the intense difficulty, however, one thing is certain: it's a game we all love to play.