I found that my Peninsular War mystery/romance was really tough. It needed a bucketload of research, and I've still got a stack of about two dozen reference books sitting on my kitchen table. And that's not counting the ones that went back to the library or are in my Kindle.
Then there was the problem of language. I had to try to balance the way they spoke (or at least the way they wrote letters) with what a modern reader would tolerate. It was almost like writing on a foreign language.
And getting into the mindset was a challenge as well.