They are hard to acclimate, not necessarily hard to keep (wrt host anemones). Once you have a happy one, you will have no problems. But experience with anemones will probably allow you to notice problems before they get worse. Of course, when things start going wrong it is usually because the anemone is unhealthy in the first place so there isn't much you can do after that.
IMO, experience gives you one benefit: It allows you to pick a healthy animal from the getgo. I think a lot of people who haven't dealt with many anemones tend to either not know the anemone is unhealthy or they are so eager to get one that they think the anemone is "well enough" and think it will get better. People who have experience will not even attempt a "slightly unhealthy" anemone. The issue really is, you don't even have to be an expert to know an anemone won't make it. If it isn't perfect when you see it at the store, it hasn't attached, is shrivelled ... ignore it and move on. If it hasn't attached but looks otherwise healthy, leave it and come back the next day. A healthy anemone will be attached by then.
I also wouldn't suggest buying an anemone online unless you really and truly trust the source with anemones. This usually means you have purchassed anemones from them in the past and hence, have some experience.
There are people who have luck right from the start. They buy their first anemone and it outlives their tank and their interest in the hobby, but don't let these people dictate the ease of anemone-keeping. They are either extremely lucky or they have heeded all the warnings and have taken meaures to ensure their first anemone is a good one.
There are 3 important items on the anemone checklist:
1) Lighting
2) Sand bed/Rock work
3) Water flow
Each species has specific needs so make sure you meet these. Always err on the side of caution. If the anemone is a sand dweller, get 6" deep sand even if Joe down the street keeps them in 3" for the past 3 years. Maybe you can get away with 3" but it just becomes another factor to consider if the anemone dies.
I'm going for lunch now.