The biggest challenge is to build something AFTER you have validated the ideas with the prospective end-user. What sounds good in practice does often not have a market. So start pitching your idea with potential end-users BEFORE building anything.
The biggest challenged for me is staying focused on the core features. It’s easy to get carried away with adding extras, but it’s important to keep it simple.
One of the hardest parts is dealing with uncertainty. You never really know how the market will react until you launch, and that unpredictability can be stressful.