Which Of Shakespeare's Plays Is The Most Difficult?

It's generally agreed that this must be "Hamlet", but not because of the language or the plot. The plot is quite straightforward and based on other popular dramas of the period: Prince Hamlet discovers that his uncle Claudius murdered his brother (Hamlet's father, the late king of Denmark) in order to take the throne and marry Gertrude (Hamlet's mother.) To keep Claudius under observation, Hamlet feigns madness. Once satisfied of his uncle's guilt, he decides to kill him, but fails to do so until the end of the play, by which time several other people have died as a result of his quest for revenge.
The "difficulty" of the play really centres around Hamlet himself. His actions are inconsistent, his motives unclear even to himself. When another character is clumsily trying to find out what he's thinking, Hamlet says angrily, "You would pluck out the heart of my mystery." This refers both to the old idea of "mystery" as secret craft or knowledge, and to something unknown. More has been written about Hamlet, the character, than about most real-life people, and yet no two readers or commentators can agree about him, and it seems impossible to "know" him fully. In other words, Hamlet is as mysterious as a real person – something very rarely seen in drama or fiction.

I refer you to Professor James Shapiro's book 1599, the last third of which deals with one of the most "problematical" plays ever written! Hamlet.