Finding time to pump. Regardless of how much time you take off from work, one thing you absolutely must do before returning to work if you plan to keep nursing, is schedule in your pumping sessions (and be mindful booking adjacent meetings). If you have some kind of a desk job, make regularly occurring meetings on your calendar for at least 20 minutes, probably 3 times per day, whenever you anticipate you would be feeding your little one. These breaks will vary as your baby consolidates feedings and eventually weans, but this is a good place to start. And don't forget to discuss this pumping with your boss. He or she has to allow you time to pump, but it is courteous to discuss your needs, and offer to work out a schedule that accommodates everyone. My boss actually had a baby a year before I did and she actually had lots of tips to offer, and was very supportive.
People knocking on your office door. Ugh! Especially when they should know what you are doing in there. Even as I have become comfortable with pumping at work (and other places), and breastfeeding just about anywhere, I still cannot bring myself to yell through my closed door, "Sorry I am busy right now!" C'mon people. The door is closed... you can hear the pump "whirrrring" in here... Ask me your question via the office instant messenger... or wait 10 minutes.
Crying over spilled milk. This is certainly a big risk from having to bottle the stuff and measure it out and cart it back and forth between work and home and daycare and other places out and about. I had a particularly frustrating day before returning to work, trying to build up a backup supply. My well-meaning hubby had given the baby our backup bottle, and I felt this overwhelming need to replace said bottle, even though it was bedtime. So after nursing (so I was pretty much on E, right?) I got out the pump and tried to see what I could get out. I was already stressed out about "needing" to pump, and it was late. So then to top it all off, when I finished pumping and had extracted a couple ounces (which felt sub-par, though was a decent amount, given all other circumstances), I promptly knocked over the uncapped container and spilled it all over the carpet. I definitely cried. Needless to say, the whole scenario could have been avoided, but I bring this up to say, that wastage of breast milk in any form is a feels like a personal hit. Take extra care when handling it to avoid the tears.
Not being able to pump enough. So I mentioned I am an IE, right? So I have a spreadsheet that I keep track of my pumping progress. I like to know if I have met my quota for the day; how today compares with yesterday, or last week; noticing that the left side has higher output than the right... etc. According to my sheet, I have pumped gallons of milk since returning to work. What a confidence booster!! But this also brings some stress, say, when I haven't made my daily quota, or if I notice a poor trend developing. The best advice I can give here, is know that you will have enough. And if you don't, it's OK. You can supplement with formula if you need to. Really.
Leaving the pump bag at work. This is the worst feeling. If you live close and have time you can go back and get it. But it's a pain, and if you don't live close, you'll just cry. Again, try to keep it near things you won't - or better yet - can't forget, like your keys.