There are no real know issues. If something were to screw up it would usually be the database upgrade. The upgrade is usually smooth if the steps are followed.
How many users do you have? If you have over 200 you will need to do a phased upgrade. That is a process where you upgrade the database and migrate the users from the BESAdmin mailbox to the database before upgrading the software.
Here is a KB for it: BlackBerry Search Results
If you have less than 200 you can just run the install in place without any extra steps.
My only advice is BACKUP THE DATABASE! Also, make sure you are running MSDE/SQL 2000 SP4 or higher. BES 4.x will not upgrade on anything lower.
Feel free to ask any questions.