I think the hardest is that you're on your own and there's not many people to mirror yourself to. Communities like this make it easier because at least you have people with the same ambition in a group.
I left Amsterdam years ago and even there it was hard to find a community of people really making stuff and building it into businesses.
I agree with what Pieter mentioned above, but I'd like to add that you're also doing all the stuff by yourself. (design, development, marketing, customer support etc..). I find it hard to not get distracted sometimes and just focus on 1 task at a time.
No buddy to discuss the product seriously. I have ever experienced to build both lonely and together. In fact, it's faster to build lonely than together. But the issue occurs when facing the serious problem. I want to discuss someone seriously.
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