How do you tell a real ethical dilemma from a merely difficult choice?

A real dilemma pits two binding moral duties against each other, so fulfilling one necessarily breaks the other — a difficult choice merely pits preferences, or a duty against a preference.

Two tests:

• It is not about preferences. "Do I take the train or the car?" is a decision, not a dilemma, even if it is agonising. A dilemma concerns fundamental moral values — protecting human life versus telling the truth, for example.
• Acting without damage is impossible. Whatever you decide, you fulfil one moral duty only by violating another binding one. You end up "guilty" towards some value or some person in every branch.

A clean example: an emergency doctor in intensive care has one ventilator free and two critically ill patients — say a 20-year-old and a 70-year-old. Whichever choice is made, the doctor actively decides against the life of the other. The duty to save life cannot be discharged for both at once, and there is no third option that avoids the loss.

Notice what this rules out, because it is where most "dilemmas" in everyday speech fail the test: a conflict between what you ought to do and what you would rather do is a temptation, not a dilemma; and a conflict that a bit more time, money or planning would dissolve is a resourcing problem wearing a dilemma's clothes. The genuine article survives unlimited good will.

Go deeper:

• Wikipedia: Triage — how medicine institutionalises exactly this collision so it is not decided at the bedside by one exhausted person.