Expert Skeletron is pretty high up there. It took about 5-6 tries until I beat it the 1st time and even in new playthroughs it still takes a few tries before I can defeat it also requiring to get Molten Tier Armor in order to stand a chance.
Another one is the Lunar Pillars in whole. It is still challenging even with endgame gear and the 1st time on Normal Mode I fought it, I died many times. Not to mention the Moon Lord that follows it which is a difficult fight in itself.
But the hardest fight for me personally was either doing the Pumpkin/Frost Moon without Duke Fishron or Endgame 1.3 Gear or the Mech Bosses in 1.1.
I couldn't get past Wave 4 on my own without Fishron Gear back in the early days of 1.2.2. Whether it was because I had an improper arena or didn't have a good strategy, I'm not sure. And even when I got Fishron Gear I could make it to Wave 10-13 in both the Pumpkin/Frost Moons, but still couldn't clear wave 15 until I got Lunar/Moon Lord Tier gear in 1.3.
I never defeated the Mech Bosses legitimately back in 1.1. Very likely because I wasn't nearly as experienced as I am now only having 100-200 hours of gameplay compared to 1000+ now. They aren't as difficult now even in Expert Mode, but that is likely because there is greater equipment variety to choose from compared to 1.1 allowing you to get a better style for your own tastes.