A tough (or hard) nut to crack is a problem that's hard to deal with, or a person who is difficult to understand.

Examples:

My new boss is a tough nut to crack. I never know if he's pleased with my work.

How can we increase sales during a recession? That's a tough nut to crack!

Take note

To use a sledgehammer to crack a nut means to use more force than is necessary to achieve a goal.

Example:

The police sent five officers to arrest one teenage thief? That's really using a sledgehammer to crack a nut!