It definitely is fun to challenge yourself, and the reward of finally getting that "hard" song down is unmatched. I definitely thing it is worth the initial stress you might feel at the beginning. I would suggest you pick one song, start working on it. best of luck.
At first, it won't be really fun.. it will be a 15-30 minute practice each day. It will start to feel satisfying when you are able to play small parts of the hard song that you have chosen. Start with the beginning of the song or maybe your favorite part and play it over and over. Then add another part of the song when you feel good about the part that you are now learning. If you do yourself the favor of practicing each day, you will learn that song in a couple of weeks. You will also be surprised at how much easier the next song will be to learn after you develop a good steady practice habit. Trust me, if you practice, it will happen.
Kevin recommends the following next steps: