I was a chemist a lifetime or two ago. The uranium is enriched as uranium hexafluoride, which is a gas. The issue is separating U-235 (the fissile isotope) from U-238, which is the most common isotope. U-235 is only a tiny percentage of naturally occurring uranium and has almost the same atomic weight as U-238, and has the same chemical properties of course. In order to separate the two, the centrifuges have to spin at extremely high speeds for a long time. So fast and so long that even building a centrifuge that do that is technically very difficult. There are other separation methods, but they aren't any easier.

Separating the fissile material is a big enough challenge that it takes a state to accomplish it, isn't like mad billionaire could do it or something. Actually building a nuclear device is simple by comparison.