Congratulations
Many things can go wrong, the most suspenseful of course are after a reboot waiting for the machine to come back up. One of the few times you can appreciate having a quality provider however, as it's important to have hands at the datacenter in case you make a mistake on configuration and the system doesn't properly reboot.
More complex RAID configs tend to add to this complication, although it really depends on what distro you are using. For me personally it has been years since I had a machine not come back up, the times it did happen however it was never a fun ordeal.