What makes IVF a challenging process?

I think I will embark on my IVF journey soon. For those who’ve done it, what is it about IVF that makes it challenging? Is it physically painful? Is it the emotionally roller coaster of having your hopes dashed? Or is is the financial aspect? (If it is free, would it still be a challenging/painfully process). Thanks so much! I just want to try as much as possible to mentally prepare myself so I don’t go in blind.