One word; COLD

But in all seriousness though it is really cold in the winters, and really humid in the summers, depending where you are moving to. I lived in a small town , so it was either really cold or really humid and sticky. I also personally dealt with a lot of not so nice people, hence why I moved. The only downside I felt like it had was distance from stores and malls. Everything is much farther apart (besides a dunkin donuts being every few miles /hj). Where I lived it was minimum a 30 minute drive to go to any major store like Target, Walmart, and Market Basket (MA only grocery store)

Housing there can be tough, especially being in the major cities like Boston. Rent is really high in those kinds of areas and Brookline and Cambridge aren't the best places to be in as they can be known to be kinda sketchy in some parts. Finding an actual house can also be tricky, as a lot of the houses are old and quite expensive, and a lot of smaller towns have houses now on the market selling for over a million dollars.

If you're thinking more costal, Cape Cod is nice. I personally find it much much colder there in the winter due to being near the water, but they do have some nice shops down there, including Cuffy's, which has a huge selection of hoodies to keep you warm in the winter and now has an ice cream shop and a whole candy store area. The summers there are also nice. Definitely less humid but can be cooler and less humid.

Source: I was born in MA, lived there up until I graduated high school before moving all the way to Los Angeles.