A bit late to the party, but anyway...
The Prime series can be thoroughly confusing and difficult in the 'I don't know where to go' sense. It's usually not too difficult to just stay alive, except during boss battles. I'm very chuffed with myself if I manage to beat a boss on the first try.
Prime 1 was initially very hard and confusing for me because I didn't play it how it's supposed to be played. Then I came back to it after playing Starfox/Mario/Zelda and everything just clicked. I EXPLORED the world instead of trying to get to the next area as quickly as possible. In the end it wasn't too hard, except for some of the boss battles and that final one was hell of course...
Prime 2 was the same formula, but I got confused by the backtracking at certain points. Overall I would say it was harder.
Prime 3: I opted for Veteran difficulty from the outset and still found it pretty easy. I didn't like the beginning, but pretty soon the magic started flowing. What an amazing game. I was stuck twice I think, but overall easier than the oher two. I LOVED the controls.
Difficulty: Prime2>Prime1>Prime3
It's definitely harder than most other games. I personally think Prime seperates the men from the boys, but that's just me :P







