I am a beginner and I never owned a drone before but they are extremely popular now. I would be afraid not to drop it to the ground and lose the whole investment in a few seconds. What is the hardest part about using a drone from your experience?

Is it hard to set up a drone?

They have safety features that keep it from crashing easily. Some of the most expensive drones extremely robust safety features with sensors that will keep it from hitting objects or going to the ground too fast. Even the lower cost DJI drones have a sensor under it to keep it from hitting the ground. You have to make it land with the controller. 

As Kim said, they have safety features and sensors that will help you out. But it truly depends what drone you are thinking to purchase and use and what safety feature does that drone have 

It is difficult to know the best angle to film a scene with a drone. Also you need to take into consideration not to drop it on anyone's private property and also register your drone

Not running it into a tree and losing it 

Charlotte Davis said:

Not running it into a tree and losing it 

This would literally be one of the biggest nightmares lol 

I heard that there is automatic systems in place to safely pilot the drone in most conditions but what if the wind is too strong? Big planes get affected by wind, why wouldn't drones be? It must be really hard to learn how to take your footage without disturbing others or without getting to lose your drone.

Don't worry, DJI Mavic Mini 2 is easy to use and you don't need to worry about too much paperwork to use it. If you go for a high end drone however you need to learn a lot about how to set it up and how to use it