Why do you think it'll be hard? I'm not saying it's going to be easy, but what difficult challenges to survival do you specifically think they'll struggle to overcome?
There are enough places on Earth that was can barely manage to survive without major supporting infrastructure. Those places have the benefit of a breathable atmosphere and Earth gravity. Mars has a far more brutal climate (with a more elliptic orbit creating a more dramatic range through the Martian year), no breathable air, and a weaker gravity.
The weak gravity is the real killer, colonists bones would decay, the calcium would leach into the bloodstream causing serious health issues. Muscles would atrophy. The colonists' sense of balance and motion, evolved to Earth gravity, would be constantly disorienting. Low gravity has a lot of negative health effects.
Mars also has nothing like the Van Allen belt, it's bombarded with radiation that colonists would constantly need to be shielded from.
Mar's atmosphere is poisonous to humans, and has a much lower atmospheric pressure, so colonists would need to have a constant protective bubble protecting them from the world they were on.
Mars hasn't got liquid water. There is water there, but it would require a lot of energy to get it to the point of being usable.
Energy is another issue. Solar energy could provide some energy, though it'd be massively expensive to get enough arrays to support a colony with the required infrastructure. In theory they could create some kind of nuclear energy plant, though the logistics of transporting that to Mars and maintaining it are staggering.
The psychological impact of taking an animal evolved to live in Earth conditions and put them in a completely inhospitable environment deeply dependent on a very complex and expensive infrastructure, with disorienting gravity, health decay, very limited variety in food, and other likely spartan living conditions a Mars colony would be completely hellish for most.
There may be ways to manage these problems, but the millions of dollars spent per colonist to get them there along with the millions spent per colonist to sustain them are a pretty serious impediment. A colony would need to ultimately be economically independent to make it worthwhile. Mars has some resources that might be valuable to Earth, but whether they'd be viable to support a colony needing such an expensive infrastructure to survive isn't a guarantee. Would humanity be willing to pour trillions upon trillions into a Mars experiment in the hope that the experiment might work?
Not to mention the psychological effect of a dim, reddish atmosphere replacing the sky humans are accustomed to. I'd wager the effect would be very depressing, over time.
Colonists could use energy to get artificial lighting to a decent level, but in a wholly artificial environment it might would be depressing to have no nature to experience. We evolved to like living in natural environments that we couldn't really reproduce on Mars. No oceans, no streams, no lakes, no time in the sun, no natural beauty, it sounds like a horrific nightmare to me.
I don't think living on mars will be that hard. I think building the large industrial base required to extract resources and manufacture the equipment required to live on mars will be very difficult (read expensive and slow).
It may, in fact, require more resources for one person to live on mars than one person can produce with our current (or near future) level of technology.
I think just building the energy infrastructure to do energy expensive things like make steel or silicon ingots will be very difficult. Not to mention that there is no source of petroleum on mars, so plastics are going to have to synthesized using other materials. The difficulties are legion once you get down to the details.
How sure are we that there's no petroleum on Mars? If Mars contained any sort of life at one point or another the likelihood of fossil fuels is there, correct?
This would be the biggest discovery of all time, if we actually discovered remains of life on another planet. At the moment and as far as we know, there is no life on Mars and there never has been. It would be fantastic to be proven otherwise, but we cannot rely on hopes of finding oil.
My understanding is that Mars at this time has much less sedimentation than Earth has. It may have had more in the past, but was there ever the volume of organic material that Earth has had in e.g. the Gulf of Mexico or the Tethys Sea?
If we find fossil fuels on Mars, I'm not entirely sure we'll be climbing over each other to burn them. That would be a discovery of immense importance.
In the short to mid term, living on Mars or an asteroid will be much harsher that on Earth. It is colder, there are plenty of space radiation. You'll have to put a suit to go outside. You are not going to frolic in a shallow creek on Mars soon.
Creating new habitable space will be expensive it will be like living in a submarine or an Antarctic base during winter. Forget about having large space for entertainment like a football stadium or a theater. I think that after a few months of that regimen people will start to appreciate more life on good old Earth.
I agree that living conditions will undoubtedly be hard at first, but will only improve from there.
The first humans to live on Mars will almost certainly already have gone through many months/years of rigorous on-Earth testing to ensure they don't go stir crazy. Indeed, MARS-500 is a wonderful, recent example of research into this area.
By the time 'ordinary' humans get to Mars, there should be a reasonable amount of infrastructure (power/water/heat) already in place to support a population.
As for entertainment, I don't imagine that football stadiums or theatres will be required in the future if everyone had access to something like an Oculus Rift.
Nothing is unmanageable, and it is obvious that an engineered habitat will be less "diverse" than Earth that have evolved for billions of years. Take food for example. The basics will be available anywhere in the Solar system, but you are not going to eat fresh seafood or truffle. I know that this sounds pretty trivial, but lots of what we are taking for granted on Earth will need lots of careful planning and execution to get elsewhere.
Just imagine how screwed up thing would have to get on earth for it earth to be on par with mars. The air is unbreathable, there are no living plants (or anything else) outside, the sun is dim, water is scarce, energy is scarce, and it is very very cold.
The technical issue is not the matter. It's the sheer amount of resources for which the overwhelming majority of the human race will never see a benefit from in their lifetimes.