What is the hardest part about setting up residence abroad?

I want to live and work abroad after I graduate from college but I’m not sure what I would need to do to accomplish that. What are things I would need to do or process to live move abroad? I want to move to the European Union, either Germany, Spain, UK, Switzerland, or France (The three languages I’ll be fluent in by the time a graduate)

Also, I would love to hear any and all experiences people have about moving from the U.S. (or other foreign countries) to the Union.