There are a few reasons why writing the first chapter can be difficult. First, you need to introduce your reader to the world you've created. This can be a daunting task, especially if your world is rich and complex. You need to give your reader just enough information to understand the basics of the world, without overwhelming them with too much detail.
Second, you need to introduce your main character (or characters). Again, you don't want to give too much information, but you need to provide enough for your reader to connect with the character and understand their motivation.
Finally, the first chapter needs to set the stage for the rest of the story. You need to provide enough tantalizing information to make your reader want to keep reading, without revealing too much of the plot. It's a delicate balance, and it's no wonder that so many writers find the first chapter to be the most difficult to write.