Stress
This is a stressful job. As the person in charge of designing and building the sets for a movie, you’re going to encounter a lot of problems, and you're going to be expected to handle them quickly.
Maybe that rug you desperately want for the suburban living room set is out-of-stock. Maybe you're over-budget on toggles for the space shuttle command module set. Whatever. Come to work with your troubleshooting skills in place, or go home.
Also, be prepared to spend lots of time away from your family. If you land a gig creating sets for a movie filming in New Zealand or Kenya or Croatia, you can expect to be overseas for weeks or months at a stretch. Be sure to send a postcard when you've got a minute.