Yes, lots. You need to pay operational complexity early and often. A lot of tools don't work out of the box due to volume sharing, permission issues, etc. You need to figure out dev vs. prod images, how to do incremental builds locally (e.g. you switch branches) and in CI (new push). Lots of issues like this.

Overall it's worth it in the end if you're making a long term investment, IMO. It forces you to build modular infrastructure from the beginning, so there are few surprises when pushing to prod.