For those living in a different country than they grew up in, what's it like?

In the discussion "Does the internet feel American centric to you?", various people mentioned living in different countries. In particular @Adys mentioned living in 5 different European countries and offered to give advice to those who are interested in moving to another country. I'd love to hear what the challenges are, and in particular how you get the courage to speak to native speakers in a language you don't speak very well.

For me, my spouse and I are considering (someday) buying property in Greece. Her family is of Greek descent, though she was born and grew up in the states. We're both learning Greek now and hope that in the future we can get back there and possibly even have a vacation home there one day. She has relatives who have homes there and in the states.