As for cases: I am learning hungarian which is related to finnish and also has more than 20 cases.
The problem, in my personal experience, is that learning such an agglutinative language is slightly harder than others because when you are learning you don't know all the suffixes and at the same time you don't even know enough vocabulary to understand what's what. Especially once you consider that suffixes stack up.
I see something like "ccddee" and it's hard to understand where I should break up the thing (<ccd,dee>, <cc,dd,ee>, <cc,dde,e> etc). YMMV :)