I have some experience with modding and game making - not paid company work type of stuff, but studied it in college, have made (small) games on my own or with others and have done extensive modding in one game that got a fair bit of attention.

I agree with cf saying it depends somewhat on the game. But also, overall modding is likely going to be easier for a number of reasons:

1. Scope. Modding forces you to work within heavy constraints due to being unable to directly edit the game engine, source code, etc. For creative control, this is a drawback, but when you're just trying to get something, anything made, it's a help. It means what could be an overwhelming pool of possibility and a vision gone out of control becomes more akin to, "Okay, let's see if I can change the color of this house." In other words, it forces you to approach tasks as a smaller set of steps and in so doing, makes it easier to make some kind of progress at all, rather than none.

2. Framework. Modding a game means there's already an existing framework there, a game that functions relatively well, presumably has a decent gameplay loop, etc. So you don't have to worry about, "Am I making something that will be utterly boring/unappealing/etc." because there's still the underlying game beneath it. So it's a lot harder to spend time on something that isn't enjoyable at all. And it means you have existing game design to mimic. In the game I heavily modded, some of the stuff I did was effectively repurposing features that were already there to use them slightly differently. I was still being creative and doing my own ideas, but much of the actual work of it was already done.

Does this mean modding will always be easier than making your own game? Not necessarily. For example, you could make a simple console-based (like command prompt, not game console) grid game with C++ that uses ASCII characters to simulate where stuff is and a player moving from a starting point to a goal. Something I've done before. But, will this fulfill your desire to enact a creative vision? Probably not. The more you have to learn to get started, the harder it's going to be to get to the creative part and that seems to be the part people usually crave as an entry point.

Hope that makes sense!

Is making a mod for a game like Stellaris easier than making a game?

It depends on the scope of the mod and game relatively (and what engine you would be using for the game), but I would say generally yes assuming you are working on a game that has a good framework for mods already. Stellaris definitely does, and you can absolutely find tutorials that will help you with that process.

It depends a bit on what you are setting out to do and your own skillset. Is it just going to change things under the hood, are you adding assets? If you are adding assets, can you do the art or do you have someone else you are talking to for that.

Those are questions you'd have to answer for making a game too of course, but generally you can expect a mod to be a smaller scale.

The advantage of making your own game is you would be a lot less beholden to the rules of the game in realising the vision you have. As an example if you want to make a really indepth ground combat system, that would be a very hard thing to implement into Stellaris because it just doesn't do much to model that layer.

I have no experience with game development so i can't speak on what that takes, but the difficulty of modding very much depends on the game. Paradox games for instance are generally extremely easy to mod, pretty much anyone can learn to do it, though the skill ceiling can be quite high depending on how deep you want to get into more complicated scripting and/or 3D modeling new assets.

Whether or not these skills translate to making your own game i don't know. But if you are interested in giving that a try that i think the place to start is perhaps a tutorial for one of the more commonly used engines like Unity.