The lack of sleep and colic.
Just remember, you're learning as you go and so is your baby. Life is upside down for you, your DH, your baby. You're in this together and there will be bumps and blips. Love will see you through. When things got tough, I would remind myself that I'm in the trenches, but at least I'm in the trenches with people I love.
There are no mistakes, no failures, everything is trial and error and you will find what works best for you and your baby. Take advice that feels good to you. There's lots of good advice out there. Sometimes breastfeeding is a breeze, other times, it just does not work out. Don't feel any shame or guilt if you choose to formula feed. I have 3 kids. DC1 was the breastfeeding champion. DC2, breastfeeding was a disaster and a real source of stress. Formula saved us both. DC3 was a mixed feeder. They're all grown/getting older and amazingly loving individuals. Mine were all very high needs babies, non-sleepers. I learned not to feel guilty or beat myself up for 'getting it wrong'. Remember, you're doing nothing wrong. Everyone struggles. Reach out if you feel you are struggling. I was a total earth mother with DC1. DC2, I had suicidal PND. I couldn't have predicted that. My pride kept me from getting help. But when I did get help, the fog lifted and life became beautiful again. There is help and support for everything! Sometimes, with regards to sleep, time is the only ally.
Do what you have to do. Sleep as much as you can (I never took this advice). The hardest phases pass and before you know it, your baby is applying for uni and you're walking down the corridor towards a bedroom that will only be occupied over the holidays once your baby flies the nest. Sniff sniff. 
Your love will absolutely see you through, OP. That love for your baby will take your breath away. Trust yourself. And don't put pressure on yourself to be the best mum ever. You already are without even trying. Just love. And sleep when you can. And make sure your DH makes you a decent cup of tea and a decent sandwich. Ask for his support. Lean on each other. Play Mozart. It really works a treat for calming kids. I still play the Sull'aria from Le Nozze di Figaro and my younger two stop arguing. Magic! 