Personally I think the biggest culprit for many (what I think, looking at these forums), is how to
a) get a basic main loop working and
b) how to use a simple state machine to switch between states/screens.
Many seem to program in a linear fashion (similar to basic console programs) and then get stuck on how to go back/forth and similar things.
Overall, I'd say SFML's entry level and learning curve are very low, but you'll have to ensure first that everyone knows the very basics (that aren't even directly SFML related).
Oh, and also as one thing to note: Maybe you could allow your students to pick the language of their choice? After all it's about basic game design/programming, not about learning a particular language.
Even if you don't use Java yourself, some students might feel more savvy using Java over C# or another language. Maybe give your students a choice of two or three languages to pick from (if you're feeling comfortable judging their work in those languages). In a course like the one you're describing it's less about writing the most efficient code or avoiding potential bugs like race conditions; it's about learning the concepts and how to bring your ideas to life. So even if there are a few hiccups or potential bugs you don't notice, it wouldn't matter (in my opinion).