Knowledge of patterns and how the game plays may change it a lot. Some levels certainly would be harder than others, i recall the hammer brother sections to be annoying, and not being able to go back (in the first game).

though half the game seems to be more trial and error until you figure out how to get past the levels and less how difficult it actually is.

Knowing what to do and where to do it makes any game far easier. When most of us played it we played it new with no walkthrough or seeing how to get past part XYZ. And seeing any Speedrunner play would make you shake your head and see how simple it looks while you struggled for hours on the first world.

Those I've played:
1: Hard, but doable. Except the last castle that required a walkthrough/guide to find the path.
2: I didn't play it toooo much, but I did make it to the last boss at least once. I don't remember winning.
3: Completed both with level warps and straight through. There were two levels in the last world that were hard blockers for me that usually stalled me through using some continues; one which I could only do with a P-wing (the flying tank stage).
Super Mario World: Done this one quite completely, a couple of times, including the surfer-stage-name levels, and the side exits, etc.
Super Mario World 2 Yoshi's Island: Only ever done the first couple of stages. I did not enjoy the game.
New Super Mario Bros. U: Completed the game, with a decent rate of extras. Didn't do everything, and didn't do the Luigi stages (I'd had enough challenge, and the Luigi ones are supposed to be even more challenging).

Hard? Yes, definitely. But as "platformers" can go, maybe dead in the middle. They tend to be tightly designed though, which makes the challenge usually not "irritating" like most other games of the sorts, but remain fun as you try.

You might notice a side family of them in there. "3D" and "Platformer" absolutely do not mix. Ugh. Funny there: As a kid, I managed to beat the NES Ninja Gaiden games. I was amazed at myself. Today, I'd have no chance in hell. But The Ghosts n Goblins/Ghouls n Ghosts, I had a hard time beating on an emulator even with savestates.

I never beat SMB1 on the NES.

I did beat the All-Stars version of SMB1 on the SNES, but not until after I beat The Lost Levels.

The Lost Levels (SMB2 in Japan) is easily the hardest traditional Mario game, not counting romhacks or Mario Maker (2) levels.

(The Lost Levels is actually my favorite game in the series, interestingly enough, though I never seriously tried to beat the original FDS version.)

On the other hand, I have beaten SMB3, but never 100% (I get stuck on a World 7 level that requires you to do a star run, and star invincibility is way too short in SMB3 for whatever reason).

(Note that SM64 is not a traditional Mario game: It did more than just make the game 3D, as you now have a health system and punch attack, and there's mechanics like falling damage and running out of air that you don't see in the other games.)

By the way, one other thing that makes traditional Mario so difficult is that you die in two hits, and that's if you have a power up. One hit removes your power up, and if you have no power up, you die. Games like Castlevania and Mega Man aren't that harsh in this respect (in Castlevania, even in later stages it takes 4 hits to kill you, but then again, Castlevania has knockback), and even Sonic is nicer (one hit makes your rings fly away, but if you can retrieve even just 1 of them, you can take another hit without dying).

I actually don't consider this a Mario game, as it's too different.

By the way, have you played Super Mario RPG?

From the first time I met the game until now, I never been able to finish or win the game.

i like that modded versions; there was one that punished you for knowing the original.
For example the if you jumped over a gap at the last moment there was a hidden block to drop you into the pit lol.
I finished prince of persia and i would believe SMB is no more difficult than that, I mainly didn;t finish SMB because i got bored; but platformers in general can be quite unforgiving by their mechanics without doubt.

I was never good enough to finish any of them, so in that sense they are difficult enough for me. By comparison, there are platformers that are significantly more difficult. Ghost n' Goblins come to mind, and I never got through the first level. You cannot control your jump in midair, so your sense of timing and distance have to be on point. There is a lot enemies that spawn at random, thus level memorization can only help so much.

Of course there is a matter of practice. When I was a kid, I didn't have many options to begin with, but I did have the time and persistence to make a little progress. Later, 2D platformers became scarce once video games shifted to 3D, and I didn't play that genre again until I got Sega Genesis Collection (somewhere before 2010). I'm definitely worse at them now than I was in the 90s. Currently, I mainly play platformers as a change of pace rather than something I'm dedicated to finish. In contrast, I am better at fighting games than I was in the past, since I never stopped playing them.

The early Mario titles were difficult in the same way that writing in calligraphy is difficult. . . or something like that, a better analogy fails me. But, essentially you become more proficient by rote-practice, repetitive cognitive conditioning and muscle-memory. . . Anticipating what's going to be thrown at you before you even see whatever-sprite throwing things at you, and so on. To me, the end-level Koopa bosses were the easiest part of the game, because those situations were basically reflexes and technique. The rest of the game was basically memorization.

There was also a nagging time-limit and your PC was a gimpy poindexter with an extremely limited skill-set with which to combat the forces of evil. The early Mario titles had demanding arcade-style gameplay features. I remember seeing SMB game-cabinets and cocktail-tables when gaming arcades were still commonplace.

Pitfall was the same way; you had memorize the playfield to stay alive; you were also a beanpole in the deep jungle who had 20 minutes to find all the treasure. I had to practice over, and over. . . and over. . . leaping over that scorpion, and had to figure out which passages were useful, and which were dead ends.

I mean some of these titles back then were extreme sports before extreme sports became a thing; you'd actually get sweaty and thirsty playing them.

As far as platformers go, I enjoyed titles like Bionic Commando and Castlevania Symphony of the Night in which the PC seemed equipped to handle insanity. . . crisp, responsive true-arcade movement and relevant power-ups. I also enjoyed the sense of progression which I never really felt in the Mario or Pitfall titles.

C:SotN does have some issues. Aside from the inverted difficulty curve (a major problem that hits many games with growth systems, and is particularly bad in this one), there's the fact that you don't get any damage invulnerability, so you can easily get stunlocked to death, especially when there are spikes around, and that's no fun.

It's also way too easy to break the game once you get far enough.

I also note the random stat growth at level up, something that doesn't happen in the GBA/DS Castlevanias that followed.