What do you struggle the most when you become an expat?

Getting acquainted with the new country and new culture are the biggest struggles!

Language barrier-If the country has a different language- a word not known by you, it is very difficult to deal with locals.
Currency-It will take you few days to familiar with the new currency and its values.
Food & water- If you are used to a specific and selected food style, you can not take your meals from everywhere except going to a hotel with international cuisine.  you will miss a lot of local tasty dishes.If you are drinking only bottle water, you will have to carry a bottle where aver you walk (Fortunately our Asian tummies are tough enough to drink any water or eat any food and I always try new dishes!)
Transportation with public- Can you use a public transportation that is very cheap but not every country's is very comfortable.
Net access - Not all the places will supply you a good WiFi bandwidth.
Dust- Many Asians countries have a lot of dust and due to hot climate you will be sweating. OK for that??
Banking- If your credit card will not work for the new country's ATM, do you have other option? It happened to one friend of me.

All of Mal's points are good ones and you have to maintain a good attitude to be able to adjust.
Another for us was getting used to "idiot" drivers and the lack of laws (usually totally ignored) or rules of the road when driving. 
Not having 24 hour electricity was another.

Bob K