Horror. I find it's incredibly hard to create something scary through words alone as opposed to a medium with visuals such as visual novels, movies, or manga.
Political intrigue is also difficult. I find it's hard to keep most people interested in a story that's centered around political intrigue. And by political intrigue, I mean things like court intrigue, political maneuvering, and similar plots. Not "assassins/reincarnators/regressors/re-whatevers but with a succession/nobility plot" or something similar.
Detective fiction and non-supernatural mystery is also pretty difficult too.