It's difficult because of the rate and volume and sheer mindlessness of some subjects. My undergrad major was conceptually focused, so I almost never had to memorize things. Classes like physics and chemistry were easier for me because there was a logic to them, and once I figured out that logic, there was nothing I had to memorize. Med school has been challenging for me because I'm not good at memorizing, and while being able to think conceptually and logically helps to some extent, being a good memorizer is probably far more helpful.
Depth is sometimes not as broad as undergrad either, but breadth is higher. For example, certain cell signalling pathways I covered in undergrad and med school--the undergrad version of it was far more detailed and we were expected to know more specifics of the mechanism. Now, we cover these pathways in less detail (perhaps we'll come back to them in more detail later?) but cover a lot lot more of these pathways.
Also, we have exams much more often. In undergrad we had finals once a semester so they weren't that draining. Here, we have "finals" (a set of 3-4 exams over 2-4 days) every 4-6 weeks, which gets draining. Also there are some emotional aspects that are draining as well--you meet a lot of people and hear their stories, and sometimes they really stick with you and weigh you down. Our professors have emphasized the importance of putting these types of feelings aside when you go home so it doesn't drain you in your personal life, but it's hard to learn to draw that line.