Welcome!
My advice is RESEARCH, RESEARCH, and more RESEARCH and also, TAKE YOUR TIME when you decide to set it up.
I rushed into things like everyone else when I first got into the hobby and unfortunately I learned those lessons on my own, instead of listening.
Yes, the majority of fish/invert/coral species in the trade require the same salinity. (1.024-1.027)
There are many books on reef aquariums that explain all the different products (skimmers, lighting, RO units, etc) as well as different water parameters(Alk, ammonia, nitrate, pH, etc)
I would recommend
The Conscientious Marine Aquarist by Robert M. Fenner, it is a little pricey but I think it is well worth the price.
If you don't want to spend the money on a book you can find any information you need on the internet.
To answer your question; if it is hard to setup a saltwater aquarium.
It is not hard to set one up, especially if have kept Cichlids or Discus before.
It does require a lot of work and knowledge to have a thriving reef aquarium.
Some of the more basic soft corals are actually just as easy to keep IMO as Clowns and other starter fishes.
Don't be afraid to ask any questions that you can't find the answers too!
Good Luck,
Nick