The only aspect of cheese making that is considerably difficult is having precise control over the temperature of the milk at all times. This is made even more difficult by the fact that the milk cannot be heated directly over a burner, but must be heated in a hot water bath (typically a kitchen sink). Hard cheese recipes usually have a step that requires you to "raise the milk's temperature by 10 degrees, but by no more than 2 degrees every 5 minutes" or something very similar. Maintaining a specific temperature for long periods of time is also a big part of the process.
Before I began making cheese, I thought there was a different microbe for each type of cheese. As it turns out, there are only a handful of microbes used in cheese making, and all the different cheeses we know and love are different from each other mainly because of other factors. Because temperature and time play a huge role in the cheese making process, they also play a huge role in determining the various qualities of your final product. Whether it's sharp, mild, dry, crumbly, rich, creamy, or any other texture or flavor associated with cheese, it's been determined by the temperatures and times used in the recipe (and a handful of other factors, like soaking in brine, washing the curds with water, etc.).
What this means, of course, is that unless you are incredibly lucky, your first attempt at a cheese isn't going to be by-the-book. Maybe your starting temperature was 2 degrees too high, or on a later step you raised the temperature by 3 degrees every 5 minutes instead of by 2 degrees every 5 minutes like the recipe called for. These small variations in the procedure will result in different qualities in the cheese. This is why it is a good idea to keep meticulous notes of every step of your process in a journal. Ingredients, temperatures, times, and observations should all go into the journal. Once you have a grasp of controlling milk temperature via water bath, you can start to experiment by altering one variable at a time and analyzing the results. Starting to sound like laboratory work, isn't it?
Now that you see why I say cheese making is a science, let me explain the art:
When you make a cheese at home, you are creating something truly unique. Tiny variations in the way you execute the recipe make the cheese your own creation. It is also an art because when we make cheese ourselves, we may create a flavor that is different than anything we've ever tasted before. The subtle yet complex flavors that hand-crafted cheeses can produce simply cannot be reproduced in an industrial cheese making factory.