You will be using the .NET Compact Framework (CF) to write for mobile devices. The CF has most, but not all, of the features you find in the full .NET version, which can present a few challenges for you. The major issue, though, is the small screen. You will have pretty nearly all the tools you are used to, and most of the controls, but you have to rethink all interfaces based on the size of the screen and the input options. If you are writing for a touch screen device, then you would want to use buttons, that are as large as possible, and minimize the requirement to enter text directly. You probably ought to consider using many panels on a form, and swapping panels into and out of the view area rather than switching forms. The reason for this is that switching forms takes much longer on a mobile device, which makes for a painful interface. Swapping panels into the view area takes almost no time.

Those are the biggest issues.