CPU is harder imo, though I guess it depends on your cooler.My old computer, the heatsink was massive and made getting it off a pain
But there's more to it like how much thermal paste to apply and whatever.A GPU is just snap in place and plug your monitor in.
You only need to apply the thermal paste yourself if you're using a non-stock cooler, you can buy most CPUs with the thermal paste applied*.
What motherboard do you have?And no, CPU is much easier than GPU. With most motherboards it's as easy as placing the CPU down correctly and pulling a lever.
Download this program: PC WizardInstall and run it, once it's open, look for "Mainboard" on the screen that pops up - it should be the first entry in a list of your system's components.
http://www.newegg.com/Product/Product.aspx?Item=N82E16819103727