You don't say how old you are or how many years experience you have had with horses. Have you ridden green youngsters before? Ones already broke to ride but needing lots and lots of hours of training and patience? Ever handled unbroke horses or horses that are just halter broke and been handled but never had a saddle or bit in its mouth? If your answer to any of these is no, then to be honest you probably are not ready to train your own horse.
I agree with Speedracer, if you have to ask "is training a horse hard" then you probably should not be training a horse. Personally, I have trained youngsters from first time saddleing and riding through the young years and it is not an easy thing to do. You will make mistakes, and hopefully those mistakes won't cost you injury or your horse injury. I give kudos to those who train their own horses, but at my age I now enjoy buying an already trained horse, and have fun tuning it up, working more on certain aspects of training, etc then starting wtih a youngster.
I have seen many young people try to train their own horses and end up with rearing, bucking, temper tantrum throwing horses more than I have seen well trained horses when it is all said and done. If you don't know the fine points of teaching a horse things, like to break at the poll, to bend and give to the reins, to drop their head and relax when asked to, then you won't have an enjoyable horse.
Yes, training is hard work, and can be dangerous. Get a nice well trained horse, learn from professionals and ride and gain experience for a few years, then try your hand at training.