While we witness an explosion of exploration tools for simple datasets on Web 2.0 designed for use by ordinary citizens, the goal of a usable interface for supporting navigation and sense-making over arbitrary linked data has remained elusive. The purpose of this paper is to analyse why - what makes exploring linked data so hard? Through a user-centered use case scenario, we work through requirements for sense making with data to extract functional requirements and to compare these against our tools to see what challenges emerge to deliver a useful, usable knowledge building experience with linked data. We present presentation layer and heterogeneous data integration challenges and offer practical considerations for moving forward to effective linked data sensemaking tools