The Price of Liberty
Persoanl responsibility. Freedom with no responsibility is only hollow libertinism, but responsibility can be a heavy burden to carry. It means that there's little if any "safety net", and if you screw up you're done.
Free markets. The pretty much natural outcome of a free society is a free market economy, but free markets look unfair and ruthless (in reality, a perfectly free market is just, but it only responds to a set of internal rules).
And liberty is inherently messy. It means having people with vastly different lifestyles and beliefs living on the same patch of land, holding and expressing ideas that others find extremely offensive and repugnant. It means having to face criticism, sometimes as caustic as a 30% soda solution.
It is also an occasion for conflicts and tensions: all those different people saying harsh things about others can ignite violence. But if you look around the world, you'll see that orderly places only seldom are also free ones.
Being free also means depending as little as possible from other men or institutions. And yes, that's hard. It is cheaper and easier to take the bus than the car, but it also comports being tied to schedules and all sort of other problems. It's easier to delegate the defense of your rights to the cops, but even with the best of wills they can't be anywhere at any time - not if you're not living in a police state, that is.
Liberty is also getting your ass kicked if you behave like a miscreant, and being unable to claim that your human right to be an obnoxious little shit has been infringed.
The overall point is two-pronged: the apparent negative aspects of free societies are, at a closer look, unavoidable side effects of liberty, and eliminating them ends up a soppressing liberty as well. Look at the statalist nightmare most of Europe is.
The other prong is that the drawbacks of liberty scare the hell out of immature and inept people, those lacking even the smallest self-confidence and those who think that the world has to be centered on themselves. They can't deal with living as free men, and want a tyranny to rule above everyone, just to get rid of the mess and toil. This is a vicious circle, because an illiberal education will produce even more adults unable to live free. Then there are those who do not like liberty because they want to be the rulers, but it's a different matter.
I hope I got my point across. If not, someone has already reduced the issue to its shortest form: Give me liberty or give me death!
And read that piece to see the difference between the pride of a free man, and the perpetual whining of those who already are slaves, even if they don't bear chains.
Update - I forgot an important point: Liberty means also having the right and duty to be a parent to your children. That is, actual parenting, not being their best friend or non-judgemental peer.