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I have always found emulators rather fascinating. I would seriously like to create an emulator for an older ganeration console or handheld. It would help me gain a greater appreciation of the hardware and the games which were created for that hardware. However, people are always saying how hard it is and that I should not even try. I would like to know why that is.

Also, I would like some suggestions on a good place to start and where can I find the information I need?

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This seems to be a popular resource about how they work.

TL;DR - The architecture is totally different, and this takes a lot of parallel resources to achieve the original architecture.

The CPU architecture for game consoles is often somewhat exotic compared with your average desktop machine. Emulation means to perform in software everything that the original hardware did. That is, while the original console may have had dedicated graphics, audio, etc. chips as well as a CPU with a different instruction set, the emulator must perform all the functions of these parallel resources at speed.

Unless the console's GPU is old, it almost certainly must be emulated on the GPU of the host machine, as modern graphics cards, even cheap ones, have many times the throughput (for graphics workloads) of even the most expensive multicore CPUs. Compounding this difficulty is the fact that communication between CPU, GPU, any other onboard DSPs, and memory was probably highly optimized on the console to take advantage of the specifics of the hardware configuration, and therefore these resources must be rate-matched as well.

Compounding all these difficulties, usually little is known about the specifics of the console's hardware, as this is kept very much under wraps by design. Reverse engineering is getting less and less feasible for hobbyists to do.

To put things into perspective, an architectural simulator (a program which can run, for example, a PowerPC program on an x86 machine and collect all sorts of statistics about it) might run between 1000x and 100000x slower than real-time. An RTL simulation (a simulation of all the gates and flip-flops that make up a chip) of a modern CPU can usually only run between 10Hz and a few hundred Hz. Even very optimized emulation is likely to be between 10 and 100 times slower than native code, thus limiting what can be emulated convincingly today (particularly given the real-time interactivity implied by a game console emulator).

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