It would be sweet if we had multi-device support, but it doesn't bother me too much: All my IDs are mutually following each other, and I have my “hops” set to 3, so I see virtually the same timeline on each device. What can be frustrating, though, is that notifications and private messages to a given ID are only visible from the device with that ID.
I am not overly concerned about leaks of my private key, although the risk is certainly there.
One think many people have to get used to, though, is that the log is append-only: once you've published a message and is no way to delete or undo the message — is it there for “all eternity”. The positive side is that you're more conscious about what you post and why, because there is no way of taking it back.