Graduate courses are much harder than undergraduate ones.
Tips
culture
In China, the graduate entrance exam (考研) is extremely competitive. Millions take it each year. It is a major life milestone, like the 高考 for undergrad.
usage
研究生 covers both master's (硕士) and PhD (博士) students. For just master's, say 硕士研究生; for PhD, say 博士研究生.