Writing-wise, fiction is scarier, but nonfiction is harder — because nonfiction's based in reality, and today's felt reality is overwhelmingly, circuit-blowingly huge and complex. Whereas fiction comes out of nothing. Actually, so wait: the truth is that both genres are scary; both feel like they're executed on tightropes, over abysses — it's the abysses that are different. Fiction's abyss is silence, nada. Whereas nonfiction's abyss is Total Noise, the seething static of every particular thing and experience, and one's total freedom of infinite choice about what to choose to attend to and represent and connect, and how, and why, etc.
I’ve thought about that a lot. I think finally I agree.
To me, fiction is about tapping into a world that exists in a dimension that you can only access a slice at a time. You work with what you manage to slice off.
Nonfiction is about this world that we live in, and the really hard part is to work out in the first place which slice you want to describe and then how best to do it.