Hands-down: getting your hands on enough fissile material to sustain the reaction.
Natural Uranium is over 99% U-238, which is too stable to be useful in a bomb.
The isotope you need for a bomb, U-235, only makes up 0.7%.
So even if the country in question gets it’s hands on Uranium, it is highly technical, difficult, and above all *expensive* to enrich it to a high enough purity of U-235.
You have to enrich from 0.7% to 3-5% U-235 to even get to “reactor grade” suitable for powering nuclear reactors. You have to enrich to *85%* or better for weapons grade.
The other route, Plutonium, can only be obtained as a byproduct from nuclear reactors, which are also expensive and highly technical to build, on top of the complexity of enriching your Uranium.
Now try pulling all that off in the face of the kind of international resistance thrown up by established powers who want to inhibit nuclear proliferation…
The difficulty of designing and constructing the actual device (simple in concept, but still pretty technical, especially if you want to miniaturize enough for a deliverable warhead) pales in comparison.
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