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Deling with testosterone, and controlling our actions, when it's necessary.
I don't mean reigning in our sexual urges; that's not really all that difficult. No, I'm referring to the fact that men are naturally competitive. We'll compete with each other, for any number of stupid reasons, due to our higher levels of testosterone making us naturally aggressive.
If someone insults us, we want to beat their ass. If someone pisses us off in traffic, we want to make them pay. If someone threatens us, our girlfriends, or our families, we want to kick the shit out of them. We compete for the attention of women, and it makes us act like morons. Our first impulse in a tense situation is to punch something.
We can't do any of those things, though. Rather, we're not supposed too, because they're not socially acceptable. We're not inherently violent; not exactly. It's just that are base instincts are geared towards aggression. If we deny those feelings; if we're the "bigger person" and walk away, we feel like a wuss, or are called a pussy. That's tough, for a guy.
Sorry for the long winded explanation, but that's what I would consider the toughest part of being a guy: trying not to be "too much" of a guy.
we're expected to not show any emotions and crying is a big no-no.
we typically have to deal with things by ourselves because asking for help is a sign of weakness.
women... you can barely look at a girls these days without being labelled some sort of creep, yet they still expect you to pay for everything and treat them like princesses... seriously, where do men stand these days? i have no idea and its simply easier to not bother.
jobs... men are expected to earn top dollar and if you dont then you have failed.