Most all of us will have "issues". I know what worried me the most was fearing that something unexpected was going to happen that would result in an emergency situation. I hired a test pilot to do my first flight as I knew that I was not qualified. I figured that if something were to go wrong, the pro would be far, far more likely to get the plane and himself back in one piece than if I were doing the flying. Yes, I did take transition training, but it prepares you for flying a known good airplane, not exactly a brand new, one-of-a-kind airplane that could have rigging problems or an engine that will explode soon after takeoff!
But, for my plane, the only first-flight issue was the CHTs were a little high, especially on cylinder 1. Part of that was simply the engine was new and, over time, and after adjusting the air flow restricter baffle, temperatures came down.
I later had a minor issue with the #4 EGT sensor. It scared me when the Dynon announced an EGT warning and I looked down and saw the red indication, but then saw the temp bouncing all over the place but with the CHT normal, so I quickly figured out the sensor was bad or the wiring connection was flaky. On the ground, I re-mated the connector and the problem went away (though it recurred briefly 35 hours later).
I had mag drop issues and that caused a lot of worry and several aborted flights, but it never resulted in any in-flight issues and I think my engine is simply susceptible to spark plug fouling, even though I lean aggressively on the ground. I originally had a mixed Emag/mag, but have gone to a dual Emag system and like it better.
Once flying with maybe 10 hours time the engine seemed to lose just a little bit of power. I took the lower cowl off and I noticed the alternate air door on my air filter assembly was gone! I never connected it up to a cable, and I had the door screwed shut but, over time, the rivets vibrated loose in the fiberglass and the whole aluminum assembly simply departed the airplane. I made two aluminum disks and both riveted and JB-Welded them to both top and bottom surfaces of the air filter box as a fix. Well, some hours later, I was flying and the engine seemed to miss a beat - just for a fraction of a second, then all seemed normal, but the power was a tad bit less. I again removed the lower cowl for a look and saw that some of the rivets vibrated out and those disks came loose. I was lucky a rivet wasn't sucked up into the engine! I then fiberglassed the opening over, which is what I should have done in the first place. But, I am concerned about rivets coming loose in the air box, and all of you should have a layer of cloth on the top side of the rivets to ensure none get sucked up in case they vibrate loose. In my case, several rivets seemed to split in two. I used JB Weld on the top heads which held all but one rivet in place, and I was very lucky that one rivet fell down and out rather then getting sucked into my engine where I would have had an emergency!
I have continually been concerned about high levels of vibration. Having my prop balanced helped quite a bit, but I think it is just something you have to get used to. Some carpeting on the floor helps avoid getting that numb feeling in your feet.
But, I had had no major moments that we all fear - severe out-of-trim that leaves the airplane barely flyable, or engine failure, or any issue where I felt I had to land immediately.
My advice is to get an experienced RV pilot to make the first flight or two. I also would advise you go up with him for a checkout flight after he has flown an pronounced the plane safe to fly. Some might say this is a rules violation, but it is the safe thing to do.
While a Van's aircraft built strictly to plans will nearly always fly well and engines rarely fail if they were connected up properly, we have to accept that the first 10 hours, in particular, present added risk. It is good you are thinking about things that can go wrong and doing all you can now, safely on the ground, to prevent them.
