What are the main challenges of implementing a deployment pipeline?

Actually there are few, that varies depending on current maturity level of process in place. Most important what is deployment pipeline deployment on Non-Prods or Production as well, and how much you want to automate and are stakeholders agreed for the deployment pipelines as with them you have automate your testing as well both FT & NFT because deployment is not enough and if you are planning for Production as well then you should have a very strong testing capabilities because your production will rely on the same.

Rest I would be happy to discuss over some call or typing so much is very difficult some time :)