1) Setting up Python, a text editor and a shell is easy on Windows (using WinPython), but pretty confusing for Mac users.
2) It is actually surprisingly difficult to teach object oriented programming in Python, since most simple problems are much more easily solved in a functional manner than with classes.
3) It is more or less impossible to peek under the hood. There is no way to teach integer logic really (Python has auto-growing arbitrary precision integers) and floats can lead to strange errors (x=1; for i in range(10): x+=0.1 does not yield 2).
4) It can be very difficult for students to grasp the difference between different types and when or how they are to be used. I suspect that these kinds of problems might be more easily explained in C.
All that said, I feel that the students did learn quite a few things that would have been more or less impossible with C or Javascript. In many ways, Python provides a happy medium between full-on dynamicism and strictness. Four stars, would teach again.