Tax residency is the classic surprise. Many people do not realise they can become tax resident in the new country while still having obligations back home, and things like foreign asset reporting, double taxation treaties, and exit taxes catch people off guard. For Indians abroad, NRO/NRE account rules and taxation of Indian income are frequent pain points.
On the legal side, employment contracts, notice periods, tenant obligations, and social security contributions often work very differently than at home. Some countries have totalization agreements so your social security contributions count across borders; others do not, and you can end up paying into a system you may never benefit from.
The best preparation is a one-time consultation with a cross-border tax advisor before you move, keeping documentation of everything, and reading your employment and rental contracts fully before signing. Rules vary hugely by country, so always verify with official government or embassy sources rather than forum hearsay.