The biggest challenge is to prepare all the necessary documentation that MDR requires. Now, it depends on whether you already have a certified product according to MDD or it is a completely new product that has never been certified before. If you already have a medical device certified according to the MDD (so-called legacy devices), then the situation is somewhat easier because you have most of the documentation already prepared.
For more information what is difference between MDD and MDR see the following links:
Documentation that needs to be covered by the MDR is Technical documentation for the medical device, but also the quality management system that has some more requirements than ISO 13485. Requirements for technical documentation you can find in Annex 2 and Annex 3 and additional requirements for quality management system are covered in Article 10 – General obligation of the manufacturer, point 9.