I have been using bitcoins for a few months now. And I guess there are some things which I think have caused me some difficulties. I only have two difficulties as follows.
(1) Price Changing Suddenly-- It really hurts and creates problems when rates go down and value of bitcoins decreases though being same in number of coins.
(2) 90% Shops don't accept bitcoins in my area and thats a huge problem for me as my btc usually stays lied in wallet.