[FretDancer]

The hardest book for me was El Pendulo de Foucault by Umberto Eco.

Granted, I was probably only around 15 years of age when I started reading it, the ridiculous and constant amount of satirical and historic references made me constantly lose the grip of what was going on, and ultimately made me put the book down.

It is the only book I have put down on purpose, as far as I can tell.

Maybe one day I will pick it up again and finish it for good. I am after all, a fan of the esoteric genre.

[Phoenix]

Keynes General Theory. It's intentional waffle and long-winded nonsense, deliberately so as to protect the crap it talks from intellectual attack.
As I recall Hayek deliberately avoided tearing it apart for this reason - it would imply that it was a serious text. Unfortunately that was a big mistake.