This might be a rather silly question as I am at my first attempts at TDD. I loved the sense of confidence it brings and generally better structure of my code but when I started to apply it on something bigger than one-class toy examples, I ran into difficulties.
Suppose, you are writing a library of sorts. You know what it has to do, you know a general way of how it is supposed to be implemented (architecture wise), but you keep "discovering" that you need to make changes to your public API as you code. Perhaps you need to transform this private method into strategy pattern (and now need to pass a mocked strategy in your tests), perhaps you misplaced a responsibility here and there and split an existing class.
When you are improving upon existing code, TDD seems a really good fit, but when you are writing everything from scratch, the API you write tests for is a bit "blurry" unless you do a big design up front. What do you do when you already have 30 tests on the method that had its signature (and for that part, behavior) changed? That is a lot of tests to change once they add up.