As PZ has said getting used to not being able to just up and do things can be a learning curve but for me the biggest downside is ' not knowing what your doing' i think i've had more anxiety about worrying whether I am doing the right thing as a parent than anything else.
It's what makes being a parent interesting but it's also the thing that makes you wonder, worry & get excited the most.
They don't come with an instruction manual and your mind plays devils advocate

Honestly though the little things will bug you to start with (not going out, not being able to just pack up and go somewhere) but they grow on you, you work around them and they all become part of daily life.