As a result from my being accepted into the Technical University of Berlin, I had to move to Germany. I did so in September 2014 at the relatively young age of 19. Since I'm originally from Brazil and only possess a Brazilian citizenship, I had to apply for a visa, find a place to live with next to no prior contacts in Berlin and find a way to finance my studies myself.
One of the harder things in that period was growing up enough mentally and maturing to a point at which such things are normal. Back in Brazil, I hadn't had much contact, if any at all, with government entities. Getting a student visa was a new thing for me. Finding a way to pay for my studies was, too, since previously everything had been paid for by my parents. And obviously, a place to live was something I had for lack of reason never done before.
Overall, I'd say moving to Germany was quite the experience. Having done it, I would say it was one of the more difficult things I've done, and I was definitely not prepared enough for it - but who is ever prepared for something like that?