I honestly don't know much about Basque, and the difficulty thing is always going to be disputed (that's why I didn't say
the most difficult language or even European language). What makes Finnish a challenging European language for English speakers is that it really isn't related to many Western and Central European languages. It's definitely not related to the Scandinavian languages, although some Saami languages are influenced by Finnish and vice versa. It's distantly related to Hungarian and in the Finno-Ugric group.
The structure of Finnish is nothing like English or even German, Spanish or French. Instead of adding separate words for things like prepositions, they have suffixes and prefixes. A word also changes for things like plural, possessive, if you're saying something like "let's go to", asking a question etc. It's a phonetic language, so the spelling changes if the pronunciation changes at all. So when you learn a noun, you are going to need to learn several forms of that noun.
http://www.ling.helsinki.fi/~fkarlsso/genkau2.htmlThat page gives over 2000 forms of the word
kaupa which means shop (or store
).
It's a cool language, and very descriptive. But it's a pain to learn.