I was told your own body stops producing testosterone and this is permanent. So you are signing up to get injections in your ass once a week for the rest of your life. No idea if this is actually true though, I find it hard to believe personally as many bodybuilders will cycle on and off steroids constantly.

Prostatitis and amplification of undetected existing prostate cancer, and blood clots, are the big two I think? There are minor ones, like decreased sperm count and acne, but people going on TRT probably don't much care about them.