What were the key difficulties for the Romans in the conquest of Germanic tribes?

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The first issue is that the "loose barbarians", the Celts, weren't uncivilized. They built impressive oppidas and fortresses. Their society was organized and complex. Also, Germany had thick woods, while places like Gaul had wide pastures, ideal for Roman tactics. Another thing is that Caesar did struggle against the Gauls and he nearly lost. This issue of finding the Germanic tribes more loosely settled also applies to the Picts, which the Romans weren't able to conquer either, for the same reasons.

Another aspect is that the Roman Empire already reached its critical limit in size. Loosing a few key battles for a land that they would had to build from ground up (unlike Gaul where there already were cities) just wasn't worth the trouble at the end. There were far richer provinces to protect with the soldiers they had left.

A third factor could have been language. Celtic was very similar to Latin. I don't know how similar ancient Germanic was to either of them. Picticsh was most likely a Celtic language, but could possibly have been Pre-Indo-European.

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