I just got a roller from Performance Bicycle shop and it looks really scary

I managed to figure out how to get on it, once you get the hang of it, it is pretty easy. The only thing I did not like is that it feels much harder than cycling out doors. I only cycled for about 20 minutes and was out of energy, and what is worse is that I was only going about 12 miles per hour. What Gives?

Are Rollers harder to train on than an actually road?

Also, how many of you guys use special tires or wheeset for rollers? I don't think it really warrants new tires but would like to hear everyones take.