No, it's very easy, but it does take a little bit of skill. Especially on a PCB like you will find on an effects pedal. You have to be careful to, and make the connects quick so you will avoid generating too much heat because you could potentially ruin some of the other capacitors & resistors, etc. Conversely, if you don't get enough heat you will get a cold solder joint, which is also bad. When working on a PCB I would probably avoid using a high wattage gun type soldering iron until you get comfortable with what you are doing (others may have differing opinions). I would also stay away from modding any vintage pedals at first.
http://www.aaroncake.net/electronics/solder.htm