Of course, the distance. That is first and foremost the hardest part of it all. That distance can lead to these problems:
1. Lack of confidence/insecurity. Any insecurities you have had in past relationships will be exacerbated in an LDR. Did you happen to cheat or get cheated on in the past? Found you are a clingy person? Discovered you need touch as your love language more then other people? These are all things that will glare quite seriously in a LDR. Certain personalities and needs in people make LDRs impossible, and you just don't know until you try.
2. Trust. In most relationships you build up trust as you go along and experience them with you. In an LDR there has to be quite a high level of trust before seeing any evidence as to why it would be upheld by your partner. They are not around you. They could be doing any number of things without your knowledge. It's the trust that they WONT go around and cheat, or lead a double life, or aren't cat fishing you. That is hard to overcome without any evidence.
3. Sexual compatibility. Are they ok with not having a literal physical relationship? Are they ok with sending nudes, or skyping instead? Or do they wish to keep that side of them private until you meet in person? Do they only want to sext? This is a hidden difficulty of LDRs and many times LDR couples, when dolling out advice, don't feel comfortable letting others know that this can be a problem. Finding out how to handle the physical aspect of your relationship while being thousands of miles away from each other is...well, difficult.
There are many more, but these are the 3 most often hit in the beginning.