It is very hard because humans are not random, and computers are not random
Humans can never be used to create perfect random number. For example: when you ask someone to pick a number from 1 to 4, over 90% percent of the people pick 3. Because of the way people think, some numbers are more likely to appear when they try to come up with random number. Even when they try to type numbers randomly, it usually shows some pattern. I'll use up4greg's random number as example.
834927034703
1-5 are typed by left hand, 6-0 are typed by right hand. If we label the numbers by the hand that typed, we get this:
834927034703
rllrlrlllrll
We can see that left hand was used more frequently and right hand was never used twice in a row. up4greg's number also does not have doubled, or tripled digits. Note that the probability for this to happen is about 31%. This number also does not have 1,5,6. The probability is almost 1%.
The computer is not random in some other way. Computer strictly follows what we order it to do, and can never do anything by itself. We can't just tell it to 'make random numbers'. We have to give a method to do that. This means that the algorithm already decides the numbers that come out. It would give the same numbers every time. To solve this problem, we use physical randomness, such as time, temperature, and radioactive decay.
Generating random numbers is a very important matter in cryptography. That is why mathematicians still come up with new algorithms to generate random numbers.