1) You'll lose a lot of "markers" and "waypoints" that made your life relatively simple and straight forward. Things won't be as obviously, simply and universally compartmentalized into areas, neighborhoods, brands, types, grids and area codes. Things are less black and white, less contrasted, but more diverse and subtly intermingled. This goes for pretty much everything from food, to nightlife, to entertainment, to careers, to professional attitudes and everything in between.

2) You may find it troublesome to travel throughout Europe armed only with a knowledge of English. People are somewhat likely to have a negative bias towards you because of your nationality. Furthermore, it's really more difficult for an American to truly deeply integrate themselves into a European country than it is for a European to integrate themselves into the US. Also, if you're openly religious, you may find that many people will politely ignore your religious statements, but will consider even mild expressions such "God has blessed me with.." or "I pray that.." as unacceptably religious in a secular society.

3) Not only does a dollar usually get you further in the States, but you would find plenty of instances where there simply isn't an opportunity for you to pay more for better/extra service/product. You may not find aspects of convenience even in places where it would seem that they should be present. Customer service isn't all about you, it's about the attitude of the person providing it, and whether they happen to feel that they should be doing a good job.