This is something that comes up a lot for me. Some keys are easier to play, some keys are easier to think about. Often these two things have some correlation when it comes to the violin. I don't like playing in B major, because I find it hard for my brain to compute the notes, especially when there are chords that don't come from the B major scale. The vi7 for example would often be a G#7b9. Playing over this effectively is harder to think about than it is in Bb, because of the amount of sharps involved. However, B major feels pretty nice under the fingers for the violin. I think it's one of the keys where it's harder to think about than it is to actually play. This has been going through my head for years as a jazz violinist. Some people might ask "why spend so much time on a key like this if you hardly ever play tunes in B?" Well, if you want to play with singers, you might have to, for one. They often need tunes in different keys for their range, and it's nice to be ready for that. Secondly, it may not be the case that you'll play in B that often, but there will be moments within tunes where the harmony rests here for a bit. If you aren't comfortable in B at all, your solo will sound disjointed and your playing won't sound consistent. Lastly, learning to play in all keys helps solidify concepts into your brain. If you can take a simple melody through all keys, you really know it, and it's more likely to become part of your musical vocabulary. Otherwise you might just see certain lines as things that work over a certain chord in a certain key. That's fine sometimes, some stuff just works well in certain places on the instrument, but really we should strive for a distinctive sound in our playing that's consistent. It doesn't feel right to sound completely different in every key you play in. Just some thoughts... Is there a key that trips you up the most? Is it because of your thought process, or because of the technical problems you have with it?

Tell me what tune you are working on right now! I'm learning some nice standards for a gig coming up. Estrellita Ms Otis Regrets (courtesy of @Viktor Houf) Thou Swell Willow Weep For Me. When I'm bulk learning tunes for a gig I try to spend each day going through a new one till I sort of know it. Once I have my set of tunes "buskable", I listen to different versions and mess around with them trying to find my own way of laying the melody. I always try to work out the harmony by ear but then check it against the ireal book changes to see if how I'm doing/if there are different ways of playing the chords. Which tunes are you working on?

What is the one thing you have found hardest moving into playing jazz? Give us some more details in the comments if you like.