Stress
Just like Jurassic Park suffers from all the problems of a major theme park and a major zoo, the average gun dealership is under pressure on two fronts.
On one side, you have the business you're running, which means you'll find yourself dealing with business-type issues—periods of slow sales, for instance, or shipments that were promised and then lost, or an incredible amount of taxes (source). Employees will occasionally be disgruntled, and if you don't have any employees you're doing all of the work by your lonesome.
Then there's the social side of gun sales. This is where you'll find the ever-changing firearms rules and regulations as well as the segment of the population that wants to limit or even close your business.
As we've stated thus far in quiet, totally unbiased whisper-voices, the Second Amendment debate is a passionate one. You're choosing to make your entire living having decidedly picked one of those sides. Like the saying goes, if you can't stand the heat, stay out of the kitchen.