The constant uncertainty. You are not given a check-list which says "Do these things and you graduate." You have to come up with that check list, and justify that check list to the people who will grant you your degree. And you have no real way of knowing just how hard - or even possible - that check list is until you start doing it. But, it also has to meet a minimum level of "hard" to be considered enough to earn the degree.
There is also the isolation factor. Many people do work in groups, and many people do work closely with their advisor. But, in the end, the student is expected to own some research themselves. That is the work that is the core of their thesis. Requiring the student to own some significant piece of work on their own contributes to the pressure people put on themselves, and the isolation they tend to feel.
There is also the isolation factor. Many people do work in groups, and many people do work closely with their advisor. But, in the end, the student is expected to own some research themselves. That is the work that is the core of their thesis. Requiring the student to own some significant piece of work on their own contributes to the pressure people put on themselves, and the isolation they tend to feel.