Not 100% sure here but:
Lenz's Law essentially states that when emf is induced due to a changing magnetic field, it will always
be in such a direction to produce a magnetic field that directly opposes the magnetic field that induced
it. In this scenario, the current induced in the conducting leads will produce an emf counteracts that of the rotation of the coil, that is, it will make it harder to turn.
From the equation V = IR, it is noted that V is proportional to R, the resistance. When the light bulb/load is connected to the circuit, the resistance of the circuit will increase, and from our relationship of V = IR, we see that the voltage, or emf would proportionately increase also. As the back emf produced counteracts the motion of the coil and makes it harder to turn, as this emf increases it follows that the coil will become increasingly harder to turn, and thus it is apparent that by connecting a load, the generator would become harder to turn as a result of greater back emf due to the increased resistance of the circuit.