هذه المرحلة صعبة.

Because المرحلة is a feminine noun, and the demonstrative has to match it.

• هذا = this for masculine singular nouns
• هذه = this for feminine singular nouns

So:

• هذا الكتاب = this book
• هذه المرحلة = this stage / this phase

A very common sign of a feminine noun is ة at the end, and مرحلة has that ending.

Because adjectives in Arabic usually agree with the noun they describe in gender, number, and definiteness when they are directly describing it, and in sentences like this the predicate adjective still matches the subject in gender and number.

Here:

• المرحلة = feminine singular
• صعبة = feminine singular

So صعبة matches المرحلة.

Compare:

• الكتاب صعب = The book is difficult
• المرحلة صعبة = The stage is difficult

In Arabic, the verb to be is usually not written or spoken in the present tense.

So هذه المرحلة صعبة literally looks like:

• this stage difficult

But it means:

• This stage is difficult

This is called a nominal sentence in Arabic.

If you wanted a past or future meaning, Arabic would use a verb:

• كانت هذه المرحلة صعبة = This stage was difficult
• ستكون هذه المرحلة صعبة = This stage will be difficult

Yes, the whole phrase is definite, but in Arabic it is normal to say:

• هذه المرحلة
• literally: this the-stage

After a demonstrative like هذا / هذه, the noun is often still marked as definite with الـ.

So this is just standard Arabic structure, not a mistake.

Because صعبة here is the predicate of the sentence, not part of the noun phrase هذه المرحلة.

In other words:

• هذه المرحلة = the subject, this stage
• صعبة = what is being said about it, difficult

So the structure is:

• This stage
  • is difficult

If you said هذه المرحلة الصعبة, that would mean:

• this difficult stage

There, الصعبة is directly describing المرحلة, so it must also be definite.

This is a very useful distinction.

1) هذه المرحلة صعبة

= This stage is difficult

Here, هذه المرحلة is a complete definite subject: this stage.

2) هذه مرحلة صعبة

= This is a difficult stage

Here, مرحلة صعبة is an indefinite phrase: a difficult stage.

So the presence or absence of الـ changes the structure and meaning.

In fully vocalized formal Arabic, it would be:

هٰذِهِ الْمَرْحَلَةُ صَعْبَةٌ

A rough grammatical breakdown:

• هٰذِهِ = this
• المرحلةُ = the stage/phase (nominative)
• صعبةٌ = difficult (nominative predicate)

In normal unvoweled writing, those short endings are usually not written, so you see:

هذه المرحلة صعبة

And in pause, many speakers pronounce it more like:

• hādhihi al-marḥala ṣaʿba

A common MSA-style pronunciation is:

hādhihi al-marḥalatu ṣaʿbatun

In pause, more simply:

hādhihi al-marḥala ṣaʿba

A few pronunciation notes:

• ح in مرحلة is a breathy ḥ sound from the throat
• ص in صعبة is an emphatic s
• ع in صعبة is the consonant ʿayn, a throat sound that English does not have

You can think of the rhythm roughly as:

• hā-dhi-hi
• al-mar-ḥa-la
• ṣaʿ-ba

Yes, مرحلة is treated as a feminine noun.

The ending ة (called tāʾ marbūṭa) very often marks feminine nouns. It is not an absolute rule for every single word in Arabic, but it is a very strong clue and usually reliable for learners.

So it makes sense that both:

• هذه is feminine
• صعبة is feminine

It functions as the subject of the nominal sentence.

You can think of the structure like this:

• هذه المرحلة = the thing we are talking about
• صعبة = the information about it

So:

• Topic/subject: this stage
• Comment/predicate: difficult

This is one of the most basic and common Arabic sentence patterns.

Yes, but the basic neutral order here is:

هذه المرحلة صعبة

If you change the order, the sentence can become more marked or stylistically different. For learners, the best pattern to start with is:

• subject first
• predicate second

So it is safest to learn this as the standard form for now.

In MSA, a common way is:

هذه المرحلة ليست صعبة = This stage is not difficult

Here ليست is the feminine singular form used to negate a present-tense nominal sentence like this one.

Because المرحلة is feminine singular, the negation form is also feminine singular.

Compare:

• هذا الكتاب ليس صعبًا = This book is not difficult
• هذه المرحلة ليست صعبة = This stage is not difficult