What makes psychology and neuroscience hard

Explained by today's XKCD:

Ambrose Bierce pointed out the same problem in his 1911 satyrical dictionary (The Devil's Dictionary):

Mind, n. A mysterious form of matter secreted by the brain. Its chief activity consists in the endeavor to ascertain its own nature, the futility of the attempt being due to the fact that it has nothing but itself to know itself with.