It's not hard at all and if you get a tank bigger than 3 gallons it is a really good idea to cycle it. There are a lot of methods and they can seem confusing. If you are patient, just set up the aquarium, get it running with a filter, airpump and heater, then add a few pieces of fish food and walk away.
There are a variety of methods and it really is worth it as a big, cycled tank will make for happier fish and fewer water changes. The time it takes varies... I think it's anywhere from two teeks to two months. There are a lot of good threads on the topic, so try searchign and you'll find a good method. It's not hard, really. It just seems that way until you get to the basics, which are:
Setting up good bacteria, to eat the bad stuff.
Amonia is produced by the fish, and turns into NitrITes. Good bacteria turns the nitrITes into nitrATes- which are less harmful. So your fish is exposed to less bad stuff and you do not have to constantly change 100% of the water.
People here will correct me if I'm wrong though. I'm new to this. I'm cycling my tank just by adding Tetra SafeStart and fish food and letting it run while my betta is in a different tank.