Visa issues/complications are the main thing, like someone else mentioned. Also consider whether language will be an issue. If you’re an American, moving to the UK is likely very different from moving to rural Djibouti. Consider what you will do for work and whether that’s actually feasible in the country you’re thinking of. Your basic goals are ensuring you can gain some form of legal status, hold down some form of employment to support yourself (often requiring said legal status, unless you’re remote, etc…), and actually survive wherever you move/not die of culture shock/not be consumed by homesickness, etc…