The biggest problem I have is allowing the characters to share my life. When I write, I really get deeply into the story. I eat, sleep, think, and breathe the plot. When I first start a book, I'm very reluctant to let the characters into my non-writing moments. I know that once I start, I'll be deeply engrossed with their story.
Not a problem? It is only because it's tiring -- it's so encompassing it tends to take over my time. I love it while I'm 'there', but I'm very reluctant to dive in. It's like a swimming pool: I love swimming, but I hate that first shock when I touch the water with my toe and I think, "Damn, this is too cold. Maybe some other day."
Are you a wader or a diver? Are you a person who wades in a bit at a time, getting used to the water? Not me. I'm a diver. If I can't dive off the side, I'll duck down as soon as I can, or I'll cannonball into the pool.
That's what writing is like: I have to dive in, head first, and allow it to take me over for a spell. I'm very, very reluctant at the start, but once I'm in -- I'm in for the long haul.
So take a deep breath and plunge. Trust me (heh heh). The water's fine.