No, it's not difficult to windsurf in the SL Valley.
http://utahwindriders.org/forum/
There's all kinds of people windsurfing in Utah. And as of a few years ago, a major windsurfing manufacturer was based in Utah.
All you need is wind and water (and temperatures warm enough for a wetsuit).
I've seen massive air on just little waves created from wind. I myself have gotten to about 30mph on my board. Trust me, there are plenty of thrills, excitement, danger in windsurfing.