Cells consist of many biological elements that are enclosed in a cell membrane that allows certain molecules to pass out of it and let others in. It must be able to perform many functions: self-replicate, maintain itself by the construction of new proteins, regulate it's functions, etc.
Cells are tremendously complex and more complicated than any machine man has ever built. Even the smallest bacterial cell has 100 proteins, DNA, RNA, and contains one hundred billion atoms.
The simplest cells are not more primitive than, or ancestral of, larger ones. This poses an immediate problem. How do you get all the complicated machinery to work at the same time? It either all works or nothing works. For example, the information to construct the apparatus to synthesize proteins is stored in the DNA. But the extraction of this information requires the apparatus to be in place already (Denton 1985, 269).
To explain the evolution of the cell requires imagining simpler "proto-cells". One such idea by Francis Crick (Denton 1985, 265) uses a proto-cell that is allowed to make mistakes in protein formation (termed "statistical proteins") to create new systems. This is challenged by the knowledge that even small errors cause devastating biological consequences.
In short, explaining the origin of life is a big problem for evolutionists. It is such a problem that mainstream scientific literature even considers the possibility of life dropping in from outer space, called the theory of "panspermia" (Scientific American, Feb 1992). But even this only moves to problem one step outward.
References: Gish 1972 Gish 1984T Denton 1985, Chapter 11