One of the challenges can be not being used to the new environment.
Another can be facing different distractions that you are not used to.
You can also have the problem that sometimes when you want to do something like for example if you have trouble with homework, but you can't do anything about because you don't have the same resources like you did when you were at home.
Sometimes also, when you are in a different country, they might have a different culture or way of living like you do.
Another problem can be the language if you are in a different country because sometimes, they might not understand what you are trying to tell them.
I hope this helped :)