It's really not difficult at all - it's actually stupidly simple. The real secret is finding the right kind of scarf. While blanket scarves are still the scarf du jour, I really prefer oversized scarves - the fluffy kind that are warm and comfortable, but don't take over your entire body. Mine above is from Ann Taylor, and is the perfect example of what I'm talking about. Similarly, my tan scarf from Nordstrom is also the perfect size.
To tie your scarf, hold it at one corner of the scarf - this stretches the scarf to its longest length, and makes it so your ends won't be as bulky. Loop it around your neck once, so that the ends are even on both sides. Then take the top half of the tails and tuck it up into the loop. That's it!
Simple stupid, and works every time :)