I stumbled across this question looking for something else, and I realize it's pretty old by the time I'm writing this, but while some of the answers did adequately cover the meaning/interpretation, it bugs me a bit that none of the answers actually explain what's going on grammatically here.
In your sentence, the な in なの is not a particle. It is actually a form of the verb だ/です. だ can change to な under some circumstances, such as this.
This is actually technically the same thing that is happening when you place a な-adjective in front of a noun, too. In general, in Japanese you can simply place a verb, or verb-phrase in front of a noun to make it modify that noun, like so:
- リンゴが落ちた — (An) apple fell
- 落ちたリンゴ — (The) apple which fell (落ちた is modifying リンゴ)
With the copula だ, you can technically do this too, but だ is unusual in that it can't be placed in front of something else as だ, so it ends up changing form in the process:
- 本が好きだ — (I) like the book
- 好きな本 — (The) book which (I) like
(This is actually just taking the verb-phrase 好きだ and putting it in front of 本 to modify it, the same as the previous example, but だ changes to な in the process.)
But anyway, this same changing from だ to な also happens when you add の after a phrase ending in だ. So if you have a sentence which ends in だ and you want to turn it into a question by adding の, you need to change だ to な in the process:
- 大変だ — It is difficult
- 大変なの？ — Is it difficult?
This same thing also happens when, for example, adding のです to a sentence which ends in だ/です:
→ 大変だ + のです
(Or also with various other constructions which add の, such as ので, etc.)
So in this case, it is just using の as a question particle on the end of the sentence, but since the statement-form of the sentence would end with だ, when adding の for a question, it must become なの on the end instead:
- 人生はそんなに大変だ — Life is so difficult
- なんで人生はそんなに大変なの？ — Why is life so difficult?