Many such sayings are intended to be contemplated by the student in order to reach a higher state of understanding.
Personally I believe it is said in regard to the feeling one puts into a skill. Effortless is a state of mind, although the body may experience effort, the mind does not have to. To me it is about developing the discipline and confidence to apply effortless effort.
Study buddhism, it is a worthwhile endeavor and will shed far more philosophical light on this point. Like most such sayings, only so much can be said about its meaning, the true essence of it's value is in experiential knowledge.
peace
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The world is complicated - that which makes it up is elegantly simplistic, but infinitely versatile.
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