Scales are easy, but getting a good sound is not, especially the subtone (that kind of breathy sound-- think Stan Getz). Building up the diaphragm to move enough air through the horn can be hard for some, especially on the tenor and the larger saxes, (and also against harder reeds). Actually, soprano requires quite a bit of air too. Anyway, alto tends to be the "default" beginner sax because it is easier to achieve a nice tone and the size is manageable for just about everybody. A good embouchure can also be hard to develop. There is the very basic embouchure, where the lower lip curls over the bottom teeth and rests against the reed, but jazz players experiment with these as well. For example, one might curl the lower lip over the teeth and then roll the inside of the lip out to rest against the reed for a brighter, more open tone. This embouchure requires a lot more control from the cheek muscles though.