Classical guitar is the most difficult style of guitar.
It takes a truely skilled musician to play classical style well. In the classical style, you play with your fingers, not with a pick. You use your thumb, first, middle, and ring fingers to pluck the notes. In most cases, your thumb plays the bass notes on the E, A, and D strings, while the other three fingers play the G, B, and e strings. It's just a simple arpeggiated chord progression, but it's very effective.