Foremost is Africa, especially before European colonialism. Oral histories get lost, written records are absent, etc. As well as the tons of languages and ethnicities and the lack of states to focus on. Of course, this is also easy to mask, because the interior of Africa is rarely world-changing and in European colonialism one can easy chalk things up to Europe.
Asia had states for a long time, as well as writing. That being said, it's huge and insanely complex. Taken as a continent, it's more complex than Europe, and without the benefit of being raised in an age of European domination and -centrism. Not only that, but what happens in Asia can have huge ramifications so...
Europe, too, can be a pain around 1300-1700 because of dynasties, but at the very least there are tons of records and we known the ethnicities and bare bones trends.
Native Americans, while certainly complex and unresearched, are completely obliterated once Europe comes. If Europe comes earlier or another power (China, etc.) comes, we have a problem though. Post-colonisation, however, the Americas are very easy. Australia is similarly obliterated.
Anything after 1950 becomes very easy, simply because we have megatons of information upon every modern country.
Thus, it's a toss up between the little information of Africa and complexity of Asia.