Wie sagt man "It may be difficult?"
"Es darf schwer sein"?
"Es kann schwierig sein"?
"Es könnte schwierig sein". 'Es kann...' would also work but doesn't really capture the meaning of 'may'.
That depends on what you want to say. Modal verbs have a million denotations and connotations depending on the context and the wording. I could think of numerous other translations. In German you can add even more shades of meanings with the subjunctive.
If you want to ask whether or not the lessen for your student should be easy or difficult, then use "darf". If you are asking whether you should prepare yourself for a difficult or easy lesson, then use "kann".
As wataya points out, Germans would often use the subjunctive - but not always.
Maybe someone else can write something useful on schwer vs. schwierig.
Note that the original sentence is not a question. In American English you normally put all punctuation inside the quotes even if it does not belong to the quoted part. This convention can be confusing if you are used to the German style ;-) (British conventions are more similar to German)
Dürfen is used in other contexts, for things that cannot be done, or for asking permission.
"Darf ich (rauchen)?" "Man darf im Büro nicht schlafen."
Something can be difficult despite if it is allowed or not. :)