More difficult than shellac. Easy to apply, but they can be harder to get looking how you want.
Oils aren’t “just oils”; there’s more to it. The most important distinction is between drying and non-drying oils. Drying oils, which include linseed and tung, will naturally polymerize when exposed to air. Non-drying oils, which include olive oils, do not polymerize and do not solidify. Non-drying oils are typically used for food-contact products such as utensils, bowls, and cutting boards. Drying oils can either be “raw” (unmodified oil from the press) or processed (typically by heat). Drying oils can also be formulated “driers” (metal ions; toxic for ingestion). Both processing and driers decrease the curing time of the finish and often improve its hardness. Read the label and the manufacturer’s spec sheet.
Wood finishing is a large subject. Best to start simple. Proceed as far into its details as your interest takes you.