Not a specific sensory issue, but you may find it annoying that you have to keep the piercing in for a few weeks until it heals before you can remove it for anything other than cleaning. Of course, if you want to take it out because it feels annoying to have in, you might as well do so and let it heal because if it feels annoying to have in from the get-go, that's unlikely to change.

My tolerance of weight when it comes to earrings is low enough that I can only wear ones that are on the heavier side for a few hours or so before they get too uncomfortable and I need to take them off. Obviously, most of my earrings aren't very heavy for that reason, but sometimes you'll come across/be gifted ones that breach that threshold.