Route technically easy. To me, it's better to start with Rohrkopf and so that you have a nice view the whole way down.
CAREFUL - Looks like they close Marienbrücke every winter, so either you do that route when it's open, or you take the risk to climb over the gate at Marienbrücke (but that's a bit dangerous).
Here is a link where you can see if it's open or not: Marienbrücke
Also, from that train station of Füssen to Hohenschwangau, you have to take a bus covered by the Bayern Ticket. Trains usually arrive late, but the buses are generally synchronized and will wait for the trian even if it's late. So, don't worry ;)