If you've never done either its hard to say. I have done both and skiing was easier to learn than snowboarding, but snowboarding was easier to get better at. I would guess it depends on if, say, you were already a proficient skateboarder versus a proficient inline skater since snowboarding is more akin to skateboarding and skiing is more akin to being good on a pair of skates.
I have never been Skiing, but when I first started snowboarding I was absolutely terrible. I am pretty good now. I'd have to say snowboarding is harder, though. Because when skiing your whole body is facing forward. While snowboarding, you are facing either the left or the right. It all depends.
ive done both, skiing is easier, but its hard to control alot. snowboarding is a pain to have to keep attaching every time u wanna go down a hill or up a t-bar, but is alot more fun and i found it alot easier then skiing