Is intelligence hard to evolve? Well, we're intelligent, so it must be easy... except that only an intelligent species would be able to ask that question, so we run straight into the problem of anthropics. Any being that asked that question would have to be intelligent, so this can't tell us anything about its difficulty (a similar mistake would be to ask "is most of the universe hospitable to life?", and then looking around and noting that everything seems pretty hospitable at first glance...).

Instead, one could point at the great apes, note their high intelligence, see that intelligence arises separately, and hence that it can't be too hard to evolve.

One could do that... but one would be wrong. The key test is not whether intelligence can arise separately, but whether it can arise independently. Chimpanzees, Bonobos and Gorillas and such are all "on our line": they are close to common ancestors of ours, which we would expect to be intelligent because we are intelligent. Intelligent species tend to have intelligent relatives. So they don't provide any extra information about the ease or difficulty of evolving intelligence.

To get independent intelligence, we need to go far from our line. Enter the smart and cute icon on many student posters: the dolphin.