Toughest would be the saber cat that would start chasing me on the way to Riften and kill me in like three hits. Since it was by a bridge and there wasn't space to sneak around, the only way I could survive was to use some scrolls of make it run away that I picked up somewhere.
But since I'm a thief and don't know anything about magic yet, there were some difficulties with that also. Instead of the "click and the magic happens" scrolls from before, I'm just waving my hands around, making a lot of pretty lights, but not making the cat go away. So it took a few deaths and reloads to get that to work properly, and when I did figure the "charge and release" thing out, the cat apparantly lost interest and didn't follow me across the bridge that time, so I had to waste the scroll.

Luckily, another one showed up on the next mountain path and I still had one of the scrolls left, so I had a chance to demonstrate my arcane mastery after all and then sprint like crazy out of there.