@Defeat: Protoss is economically the easiest. As long as you remember to build pylons on time and in SC2 chronoboost, you're set. It's the actual unit control and what strategy to use that is hard as **** though.
Look at the differences between races.
Expanding: Zerg gets a hatch for 300 and can get that expansion running in no time using Queens. Terran gets to build the expansion in their base and float it away, even to island expansions or ones that are blocked off.
Protoss: 400 minerals, no special abilities.
Scouting: Zerg has overlords and can get zerglings to deny scouting in their base. Terran has a free maphack once they get orbital command and their tier1 units will pwn scouts due to range. Also, AA turrets are detectors and kill an observer in 2 shots now.
Protoss: Your tier 1 unit is melee so you can't possibly kill their scout until you've got two of them or a stalker. Nothing you can do against scan, and overlords are expendable enough to just have hanging over your base for a while. Observers are tier2, cost 100 gas and destroyed by basically anything.
Defense: Zerg is a a bit weak in this regard, but then again, they are the swarmy offensive race. If an expansion does get destroyed, it's back up again in under a minute. Terran builds a wall and receives temporary invulnerability in early game. They mass marines+marauders behind it who can attack both ground and air and are good against anything save immortals+zealots(who can't attack them due to your wall) or templar+colossus (ridiculously high tech and just received a nerf in the latest patch). Also, you can't actually shoot at any of those until you get vision up on the ramp. You could use observers or air units for this, except the marines can also attack air.
Map control and smart playing is a lot harder to do with Protoss in my experience. If you don't constantly pressure Terran and Zerg, you lose. That's a difference. You don't just get all those cool tech tricks for free.
This all changes when you get to the level where SC2 is second nature, but I'm perfectly confident in saying that 90% of the player will never achieve that level. Ever.
Every race has their challenges, and for Protoss it's midgame scouting and map control (and consequently not getting wtfpwned by an air attack you didn't see coming).