How hard is it to build a GPS jammer?

Not difficult at all. GPS signals come from satellites, so they reach the ground with very low power. All you need to do is create a small radio transmitter that has a good power output and can broadcast other content on the same frequency, or even just a simple one. It drowns out the GPS signal and prevents all nearby receivers from picking it up.
GPS jammers are easy to build. GPS signals are relatively weak and concentrated around the 1.0, 1.2, and 1.5 GHz frequencies in the microwave spectrum. Simply blasting microwave energy near the receiver will mask the weak signal emitted by the satellite (about 20,000 kilometers away) and disable the GPS unit.

Note that this does not spoof the signal, or cause the receiver to calculate and display an incorrect position, it just disables the receiver. Any properly designed GPS receiver will indicate a failure as the absence of satellites or a RAIM error, a self-diagnosis that does not guarantee the accuracy of the GPS positioning solution.

However, it is illegal almost everywhere to own or operate a radio transmitter that does not use one of the permitted frequencies. And, given that you're transmitting a continuous signal at a very specific frequency, it's not at all difficult to track you with a simple directional antenna.