I will start by saying that goats have their places on a farm. They are excellent for weed and brush control, milk, and meat. I have personally had goats that were very gentle and were also good pets. Now, why would a little goat be difficult. I would go as far as to say that most anyone that has had goats on the farm could start to make list as to why they are difficult.
The first thing I am going to discuss is fencing. Goats are the hardest animal, I have any experience with, to fence for. I was told one time that when you have finished a goat fence, get a bucket of water and throw it on the fence and if any water gets through you have more work to do. This is a funny story but there is some facts to it. Goats can get out of some of the best fences. I recommend that you fence with sheep and goat fence and also consider a strand of electric fence in the center. The electric will keep the goats off the fence because they will stand on the fence and will eventually ride it down. As in the story a goat fence is always a work in progress. If there is a place that they can get out they will find it.
The next thing that I have experienced with goats is you have to maintain a very good worming schedule to maintain a health heard. All animals are subject to parasite problems and I keep a worming schedule on all my animals. It seems that goats need more maintenance than some other animals. I changed my worming schedule with goats and actually worm them more than any other animals I have dealt with.
In closing, goats can be rewarding and beneficial animals for small farms. I suggest that you do a lot of research before you get your first goat. Like with all animals there is a lot to learn with them. Keep in mind before you get goats: fence, fence and fence again.