Yeah it is. "Costar" gets used a lot in this way to speak of something that is difficult.
We use it in English too, but not as commonly. For anything that has a "cost" - physically, mentally, or emotionally, you can use this verb. And obviously it has the normal financial meaning too.
It's particularly common with personal pronouns, when talking of for whom the action/situation is difficult... "Me cuesta...", "Te cuesta...", "Le cuesta...", etc.
I assumed it was, but the dictionary says it is not idiomatic: http://www.wordreference.com/es/en/translation.asp?spen=cuesta
I also often have trouble understanding the audio, but have seen comments similar to that by brbert02 from a number of native or even just competent speakers here. At this point, I'm still in the very early stages of learning to recognize the most rudimentary speech patterns. No doubt once I become more familiar with the language, it will be easier to pick it up. Even at my level I've found when going back to review early lessons that it's much easier to pick up the words.
I had to ask a Colombian friend who teaches English about this one. Costar normally means to count but can also mean something that is difficult to do. See http://www.spanishdict.com/translate/costar
I've gone through the entire Spanish course to at least level 2 and have earned 478 of the 565 possible crowns and this is the only sentence I've seen which uses costar for something other than money. Me cuesta entender esto!