If you mean that it's not hard for you to do something, you'd say 'It is easy for me'.

Both are correct, and when speaking with natives it almost interchangeable no one will call you out on the difference but - "This lesson is easy FOR me [to understand (for example)]. It is for your life, for what you are going to in the future, etc. This lesson is easy TO me. I consider this lesson easy in my opinion