A myriad of different server implementations, in different stages of maturity so it's difficult to impossible for an arbitrary user to initially pick one balancing its advantages and its drawbacks. There are some comparison pages floating somewhere out there but even those take a considerable amount of time to dig through and understand to its full extent.

Instance choice is difficult due to a bunch of criterias hard to know in advance. Specifically, servers blocking each other (every type of server) and different features in particular instances depending on plugins / addons / extensions (Friendica, Hubzilla) add to the complexity here.

Moving between instances is possible but just rudimentary. In best cases (for Mastodon and/or migrating between instances running the same software), migrating contacts and taking your social graph and some extended information works. In “worst” cases (like moving to Hubzilla), even this step has to be done manually. Post and communication history is lost in most cases except maybe Hubzilla. Same goes for features such as blocklists for domains or individual users.

There's no really good way of general “Fediverse level” support for end users especially when it comes down to needs and feature requests. If you have immediate technical questions, in most cases your instance admin will be able and happy to help. For more fuzzy technical questions, like communications noticed to be lost between users on different instances, it gets more difficult and requires a bit more knowledge about project structures, people and their means of communication - yet it's still somehow possible. But at the very least if you are, say, on Mastodon and want to be able to see your pixelfed contacts stories, you're basically lost. At this point, so is the Fediverse promise of not needing accounts on more systems anymore because “everyone just can talk to everyone else”.

Somewhere near the community aspects of things: One of the usual selling points is stating that things are compatible and it's cool that every system can talk to every other system because they're all using the same protocol - until they are not. As outlined before, there's no shortage of interoperability glitches in the Fediverse, and also there's no shortage of that dreaded “works-on-my-software” attitude and people stating that whichever (valid) problems one might encounter or run into are just problems caused by their (obviously stupid) choice of federated software. It all too often boils down to fingerpointing and blaming “the others” for messing up compatibility and being in charge to fix things on their end.