How hard is it to get a good to great grades in undergraduate school?
It is hard to answer this question as the educational systems in the US and the EU are very different at the undergraduate level. A bachelor's degree, say in mathematics, in the US includes many other courses such as writing, history, philosophy, etc. Only about half of the program is mathematics. In the EU the degree is normally much more focused on maths. But for any given course in maths, I'd guess that the level of difficulty is about the same, though this varies widely from place to place. 

So, a GPA (overall) in the US means something quite different from one in EU. The GPA in field is a more comparable number. 

But, with more focus in the EU, some courses that would be taken in graduate school in the US show up earlier in the EU. 

You have to work hard on both sides of the pond to achieve success. Don't expect lower standards in either place.