What part of speech is the word so in this sentence often hard to know which way go?

In the sentence "Often hard to know which way to go," the word "so" is not present. Therefore, it's impossible to determine its part of speech.

The sentence you provided is missing the word "so." It's likely you meant to write:

"It's often hard to know which way to go."

In this case, "it's" is a contraction for "it is" and acts as a pronoun, while "hard" is an adjective modifying the verb "to know," and "which way to go" is a noun phrase acting as the object of the verb.