I'm personally a woodwind player (Alto Sax) but I've been looking into learning a brass instrument for a while, and the first time I saw and heard the French Horn, I pretty much fell in love with it. But I've also heard that its mouthpiece makes it an extremely hard instrument to play, so I was wondering if it would be a bad starting brass instrument or not. Any suggestions for whether or not it would be a good brass instrument to start on?

I would say embouchure match to mouthpiece is one of the most difficult thing I've run into. I don't teach a lot of students, but in my experience it is about the most finicky thing out there. Hundreds of variations on the mouthpiece from radically thin and conical (I personally play this type with an einsetzen embouchure) but had a student a couple years back who we finally found needed a really wide cup by Laskey 825G with an ansetzen style, not quite diametrically opposed but say 170 degrees from where I play. If you know flute, I've had two students that are part of the annual summer lesson scholarship program the local boosters do, that transferred from flute, and have been the most successful transfers. The least successful I've had, surprisingly, are the trumpet players. And that's just the beginning. If you're lucky to live a big city with a good brass store, you might find 5 or 6 basic designs, and 2 basic rental instruments, F and double (F/Bb). Try renting one is all I can recommend.