If we are talking about a BT whose parents or family are hostile to religion, then obviously that is a challenge. For example, as mentioned by zahavasdad, not being able to eat what your parents cooked, or being asked to do things on Shabbos that are forbidden, or being asked to attend an intermarriage r”l. Abandoning your whole way of life is obviously something that is not easy.
On the other hand, FFBs could sort of take things for granted and may lack a certain degree of excitement that comes with doing something new. For example, repeating the same prayers 3 times a day your whole life – whereas for a BT, at least initially, davening is something new and exciting.