One thing that has bitten me a few times is jj randomly losing my changes. As in, I'll be working in Cursor, not run any mutating jj command (maybe I'll run jj status or jj log, but nothing else), and later on my changes are gone from my repository (often times with a message about a stale workspace).
I'm not sure if this is somehow related to my IDE, working in a huge monorepo, or something else, but it has been quite painful.
Aside from that, though, I do really like the flexibility jj provides.