Not necessarily that hard, but can take a long time without some sort of fly line winder and you need to know a few knots. If you have a fly shop or tackle shop of some sort nearby I would highly recommend you take it to them and have them do it. The knots that you need to know are the arbor to tie the backing to the reel, a nail knot, albright knot or needle not to tie the fly line to the backing and those same knots to ties your leader or butt section to the end of your fly line.
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