Η ορθογραφία αυτής της λέξης είναι λίγο δύσκολη.

Η is the feminine singular definite article in the nominative case, so here it means the.

It goes with ορθογραφία (spelling), which is a feminine noun:

• η ορθογραφία = the spelling

Because ορθογραφία is the subject of the sentence, it appears in the nominative, and the article matches it:

• η = feminine singular nominative
• ορθογραφία = feminine singular nominative

Greek adjectives must agree with the noun they describe in gender, number, and case.

Here, δύσκολη describes ορθογραφία, which is:

• feminine
• singular
• nominative

So the adjective also has to be feminine singular nominative:

• η ορθογραφία = feminine singular
• δύσκολη = feminine singular

Compare:

• η ορθογραφία είναι δύσκολη = The spelling is difficult.
• το βιβλίο είναι δύσκολο = The book is difficult.
• ο κανόνας είναι δύσκολος = The rule is difficult.

So the ending changes depending on the noun:

• δύσκολος (masculine)
• δύσκολη (feminine)
• δύσκολο (neuter)

Because the phrase means of this word, not this word.

In Greek, possession or of relationships are usually expressed with the genitive case. So:

• αυτή η λέξη = this word (nominative)
• αυτής της λέξης = of this word (genitive)

In the sentence, the structure is:

• Η ορθογραφία αυτής της λέξης
  = The spelling of this word

So αυτής της λέξης is not the subject. It is a genitive phrase attached to ορθογραφία.

Greek often uses both a demonstrative and the article together:

• αυτή η λέξη = this word
• αυτής της λέξης = of this word

This is very normal Greek structure. The demonstrative αυτή / αυτός / αυτό commonly appears together with the definite article:

• αυτό το βιβλίο = this book
• αυτή η λέξη = this word
• αυτής της λέξης = of this word

Both words agree with λέξης in case, gender, and number:

• αυτής = feminine singular genitive
• της = feminine singular genitive article
• λέξης = feminine singular genitive

Because it depends on ορθογραφία in an of relationship:

• the spelling of the word
• η ορθογραφία της λέξης

Greek usually expresses this kind of idea with the genitive:

• το χρώμα του αυτοκινήτου = the color of the car
• το όνομα της πόλης = the name of the city
• η ορθογραφία της λέξης = the spelling of the word

So:

• λέξη = word
• λέξης = of the word

Αυτής is the genitive feminine singular form of the demonstrative this.

Its basic forms are:

• αυτός = this (masculine)
• αυτή = this (feminine)
• αυτό = this (neuter)

Here we need the genitive feminine singular because it refers to λέξης, which is feminine singular and in the genitive:

• αυτής της λέξης = of this word

So αυτής means something like of this in this sentence.

Here λίγο means a little, a bit, or slightly, and it functions as an adverb modifying δύσκολη.

So:

• λίγο δύσκολη = a little difficult / a bit difficult

Even though λίγο looks like the neuter form of the adjective λίγος, here it is being used adverbially, so you can think of it as meaning:

• slightly
• a bit
• a little

Examples:

• είναι λίγο ακριβό = it is a little expensive
• είναι λίγο δύσκολο = it is a little difficult
• είναι λίγο περίεργη = it is a little strange

Because λίγο here is being used as an adverb, not as an adjective.

Adverbs do not agree with nouns in gender. So even though ορθογραφία is feminine, you still say:

• λίγο δύσκολη = a little difficult

If λίγος / λίγη / λίγο is used as a normal adjective meaning little/few, then it does agree:

• λίγη ζάχαρη = a little sugar
• λίγος χρόνος = a little time
• λίγο νερό = a little water

But in your sentence, λίγο modifies an adjective (δύσκολη), so it stays in the adverbial form:

• λίγο δύσκολη

Είναι means is (or are, depending on context). It is the 3rd person singular/plural form of the verb είμαι = to be.

Here the subject is singular:

• Η ορθογραφία = The spelling

So είναι means is:

• Η ορθογραφία ... είναι λίγο δύσκολη.
• The spelling ... is a little difficult.

Useful forms of είμαι:

• είμαι = I am
• είσαι = you are
• είναι = he/she/it is, they are

Greek uses the same form είναι for both he/she/it is and they are.

Not completely. Greek word order is more flexible than English because case endings show grammatical relationships.

The neutral, natural order here is:

• Η ορθογραφία αυτής της λέξης είναι λίγο δύσκολη.

But you may also see variations, especially for emphasis:

• Η ορθογραφία της λέξης αυτής είναι λίγο δύσκολη.
• Λίγο δύσκολη είναι η ορθογραφία αυτής της λέξης.
  (more marked, for emphasis)

Even when the order changes, the cases still tell you what belongs together:

• η ορθογραφία = subject
• αυτής της λέξης = genitive phrase, of this word

It is pronounced roughly like:

• or-tho-gra-FEE-a

The accent mark shows which syllable is stressed:

• ορθογραφία

The stress falls on -φί-:

• ορ-θο-γρα-φί-α

A few pronunciation notes:

• θ sounds like th in think
• γρ sounds like gr
• φ sounds like f
• ία is pronounced as two syllabic elements here: -EE-a

So the whole sentence is roughly:

• ee or-tho-gra-FEE-a af-TEES tees LEK-sees EE-ne LEE-go THEES-ko-lee

This is only an approximation for an English speaker, but it helps with the stress pattern.

Yes, that is possible:

• της λέξης αυτής = of this word

Both are grammatical, but αυτής της λέξης is very common and natural.

So these are both possible:

• Η ορθογραφία αυτής της λέξης είναι λίγο δύσκολη.
• Η ορθογραφία της λέξης αυτής είναι λίγο δύσκολη.

The first version often feels a bit more straightforward in everyday use. The second can sound slightly more formal or stylistically different, depending on context.