I find statistics hard. Unnecessarily hard. Is it becomes I'm low on neurons? Hardly! It has more to do with the nature of the discipline and how it has evolved.
One of the biggest qualms I've had against both probability and statistics disciplines is the fact that they are mostly based on a barrage of unintuitive terminology---in most cases the terminology has very little to do with the concept at hand. Terminology (like any jargon) is intimidating and quite effective in putting a divide between those who are 'devoted' to the discipline and those who are not fully 'in'. Yet, given a chance to work directly on data and to be creative on how to study and analyse the data it quickly becomes clear that most of the fancy terms used belie complexity that doesn't really exist. It can be quite unnerving when one realises that supposedly complex concepts are quite close to everyday thinking albeit with a few constraints for consistency and clarity. Most people use the word 'probable' quite consistent with how it is used in mathematics though the word 'likely' takes on a similar but special meaning. Perhaps students should only learn terminology after they have mastered the underlying concepts at which point it will simply be a labelling exercise.
Terminology, while useful for interaction between practitioners, is an unnecessary hurdle place in students' path especially when it interferes with the goal of appreciating the nature and inherent beauty in mathematics and related disciplines.