Stress
If you're working for an employer, your freedom with regard to your research may be limited, but you'll have slightly more job security and won't need to worry about fulfilling the terms of a grant, so the level of stress may be less. If you're working for a university or private foundation, then get ready to roll up your sleeves and fight for that grant money a la Katniss.
It can also be quite frustrating to work toward a goal for years without your research bearing much fruit. This job is about enjoying the journey. It has to be; there's a good chance you'll never reach your destination.
However, any time you're feeling overwhelmed, you can simply kick back and relax with the latest issue of Antimicrobial Agents and Chemotherapy. That should take your mind off things.