You mean beyond the usual 'lack of income' issue? When I started freelancing my biggest challenge was that I was not very knowledgeable about business. I had to learn from scratch about sending proper invoices, how to make your materials look professional, that sort of thing. I spent a lot of time researching what others did.

A business woman I knew could see that I was trying, and gave me some good basic advice about how to run a small business and actually make a profit. When I started looking at the process as being a matter of sales, creating a consistently high quality product, delivery, supplies, promotion, costing, etc., I was able to start making a living.