It doesn’t really seem that difficult to me.
And it wouldn’t seem to be all one big jump, either. In between single-celled organisms and true multi-celled organisms are creatures that serve more as a colony of interdependent cells, like sponges.
From the wikipedia article on multi-celled organisms:
Hypotheses for origin
There are various mechanisms which are disputed as being the first responsible for the emergence of multicellularity, but it is difficult to say which is correct. This is because all the suggested mechanisms are viable, but establishing which was responsible for the first multicellular life requires mostly speculation.[3]
One hypothesis is that a group of function-specific cells aggregated into a slug-like mass called a grex, which moved as a multicellular unit. Another hypothesis is that a primitive cell underwent nucleus division, thereby becoming a syncytium. A membrane would then form around each neucleus (and the cellular space and organelles occupied in the space), thereby resulting in a group of connected and specialised cells in one organism (this mechanism is observable in Drosophila). A third theory is that, as a unicellular organism divided, the daughter cells failed to separate, thereby resulting in a conglomeration of identical cells in one organism which could each then specialize.
All cells, even the simplest, are miniature factories and are orders of magnitude more complicated than any human factory.
DNA is like the master computer - the essential part of every cell that dictates all its actions. It is essentially a computer program that is vastly more complicated than anything written by human programmers to date. For example, if one were to take the DNA in a single human body, DNA being a series of coded instructions, straighten it out and lay it end-to-end, it would extend for 50 billion kilometers - from the earth to beyond the solar system.
DNA manages an amount of information almost beyond human comprehension, doing an incredible amount of things in a tiny fraction of a second. It gives instructions to each part of the cell about such typical factory functions as:
Generating power
Manufacturing a great quantity and variety of products (proteins)
Designating the function and relationship of these products
Guiding key parts (molecules) to the final precise destinations
Packaging certain molecules in membrane-bound sacs
Managing transfer of information
Assuring a level of quality far beyond any current human standard
Disposal of waste
Growth
Reproduction
I don't have space to talk about the other cell functions - but they are equally impressive. But in general:
Each cell is unimaginably complex. Each must live in community with its surrounding neighbors, doing it own specialized part in the whole
Each cell is surrounded by a membrane thinner than a spider's web that must function precisely, or the cell will die.
Each cell generates its own electrical field, which at times is larger than the electrical field near a high voltage power line.
Each cell contains specialized energy factories that synthesize adenosine triphosphate (ATP) which is the main energy source at the cellular level. Every cell contains hundreds of these factories, called ATP motors, embedded in the surfaces of the mitochondria. Each motor is 200,000 times smaller than a pinhead. At the center of each ATP motor is a tiny wheel that turns about a hundred revolutions per second and produces 3 ATP molecules per rotation!
Cells don't stockpile ATP. Instead they make it as needed from food consumed. Active people can produce their body weight in ATP every day!
Each cell has its own internal clock, switching on and off in cycles from 2 to 26 hours, never varying.
This is a grossly simplified description of the simplest of cells. In reality it is orders of magnitude more complex. Believing that a cell, even the most primitive, could form from some chemical soup struck by lightening is on par with believing that lightening could strike the desert, blow a bunch of rocks into the air, with the result that a modern highrise would be left standing, complete with furniture, lights, functional communications equipment and computers playing pacman.
Order from chaos? Not on that scale. Never. That is why so many biologists have gone from being atheist to agnostic.