A few examples:
1. Implicit lambdas ("[=]") capture "this" pointer for data members, if you capture a shared pointer and let the lambda object leave the scope, the shared pointer won't be copied (http://stackoverflow.com/q/7764564/23643), which may create unpleasant results, like code blowing up in your face.
2. Overuse of "auto" (not exclusive to C++) may make the code harder to read, especially if storing a result returned from a function. You can't tell if the return value is a smart pointer or a raw pointer, value or a reference, so you can't figure ownership semantics just by looking at the local code.
3. Move constructors/assignment operators are a bit of a black magic, especially with regard to suppressing default implementation (http://mmocny.wordpress.com/2010/12/09/implicit-move-wont-go) and exception safety (http://cpp-next.com/archive/2009/10/exceptionally-moving). I would refrain from using it, until I fully understand it.
With that said, most of C++11 is a welcome change and makes C++ more pleasant to write, but, as always, you have to have your guard up and use new features judiciously.