Rolling release means no stable API which can result in incompatibilities.
Bleeding edge mean you’re essentially the guinea pig for most changes.
pacnew/pacsave files means you HAVE to use the terminal.
AUR packages become unmaintained or broken often.
It’s expected you read the news before updating your system.
It’s expected you update your system periodically.
Pacman doesn’t automatically enables services installed, meaning that you need to run systemctl commands after installing a new service.
It is expected you read the wiki.
None of these are actual problems, and for even intermediate users they’re well worth it since in turn you get bleeding edge packages, a gigantic user repository that normally just works, and an excellent wiki to get answers. But for someone who’s never used Linux before, each of these is a huge problem in and of themselves.
Edit: reading some of your other replies I remember some more:
Having to forcefully uninstall a package so it gets updated because of limitations with pacman, e.g. you have packages A, B and C, all installed on version 1, you do a system upgrade, A now requires B to be version 2, but it won’t get updated because C depends on B, you need to manually do pacman -Rdd B, then update, then pacman -S B (this last step is not usually needed since A would have pulled it as a dependency). This problem is so common that you eventually don’t even notice it anymore, you see the message and uninstall the offending package intuitively. Also worth noting that pacman -Rdd can easily break your system.
Pacman uses a file lock, if something made it crash the file lock remains and needs to be manually removed.
PGP signatures updates require you to update certain packages before others.
You can easily break your system by doing something naive like pacman -Sy <something>.