Well, you could do it. I've seen the greenest n00bs come on here and get wineX to compile, and set it up first time around without a hitch. But I've tried and failed several times.
I think it has a lot to do with your distro, what you do on your box, and what you've got installed that determines how hard it is. Most of the time I see things are based off of Mandrake, Redhat, Suse or Gentoo so if you are using one of those you'll probably have a bit of an easier time getting it running
FYI, use the search function on the board, there are tons of threads you can read just to give you a heads up on what to expect.