What is the worst part, personally, about transitioning into civilian life?

You will encounter those who are fascinated with what you have done, those who could not care less, and those in between. For all three of those categories most of them will not care about "how you did things in the Army." You are operating in their world now, so be patient, embrace how they do things, and offer advice, but refrain from opposing things because it is not what you are used to doing

Being unemployed for a few months before I got hired for my current job. I was feeling pretty useless and restless for a while, and job hunting was depressing as hell. I actually took a job I wasn't sure about, despite my misgivings, because they offered it to me with almost no effort on my part. I quit after two weeks, because there were so many things I didn't like about the place(Being an OSHA investigation waiting to happen was just the biggest one). Luckily I was interviewed for my current job around the same time and I'm much more satisfied now.

Civilians

As a retired Chaplain, when serving as president of my town's Clergy Association, it was hard to get local pastors to make it to meetings and participate in ecumenical events. They don't take orders well. ;)

There really isn't any worst part about transitioning into the civilian world. It's all about how prepared you have been positioning yourself for the future. What I mean is at some point we have to get out the military ie medical, retirement or ets. What skills have you acquired, what training have you received, do you have a deree, some type of certification in other words did you position yourself to be markable once you get out the military

Everything, don't do it! Actually, if you don't have a degree or a plan, it's pretty hard. If part of your transition is to go to school then by all means do it. I just finished my degree almost three years after retiring. Get your resume ready and take advantage of Transition Assistance.

I work at a WTU and I try to get all my soldiers to add me to FB as soon as they get out so I can keep track of them or even offer up help if needed. A couple of issues that I've seen.....
=That Sudden "OMG, I"m not on leave...I'm really OUT!" One soldier I had said it took him 2 months for it to really Hit him and days to get over that sudden, inexplicable feeling of "loss". Don't get stuck there! Go join a VFW or other veteran organization where you can still associate with other Vets and network to offset that feeling.
=That same soldier had a pay issue a month after leaving the Army. Then he's Stateside and it's finance in another country that's the problem. Make sure you give your COC contact info and keep theirs in case an issue arises that they can help you with. Thankfully I could just call or even drive over to finance, vs. him having to pay a ton of money to call overseas.
=The V.A. A friend got out and had a major medical issue a few weeks later. The VA was both very good at times, and Very very bad at times. It's a crap shoot. Try to get decent medical insurance as soon as you can if you're not already 100% covered.
=Self-Direction/Motivation...Another buddy of mine failed out of his college. He'd gone from being in the Army where, if you didn't so the Right Thing, you'd get hammered. Someone was there to tell him what to wear, where to go, how to stand, dress, speak...Suddenly if he didn't show up for school or do his homework...Oh well. YOUR Problem...No one is going to Tell you to come to class, do your homework, do your job. If you don't, they're just going to ask you to leave. And there's no intermediate punishment time (ART 15) to wake you up. One day you have a job/school...and the next you're just Fired. Stay Motivated and don't fall into a pattern of laziness because an NCO isn't standing over you 24/7 to put you back in line.
=Everything everyone else said.
I've helped over a dozen soldiers transition out of the Army on Medical Retirement or Disability in the WTU. Before that, at my last duty station, I chaptered out 7. I'm still in touch with 5 of those "problem soldiers". Every Single ONE of them is doing just fine. They all have jobs or are in school and have a roof over their head--even that 1 guy that just couldn't stop smoking pot LOL. You're going to be fine. Have Faith in yourself.

Have recently done this and I will give you my opinion:

The worst part is the fact that people don't plan out their lives once they get out of the military. It is a very simple thing to have a plan, but a good chunk of the people I know just don't do it. That listlessness will only be magnified in a world where no one cares about you. Here is what has made me successful so far. I hope it helps you out:

1. I stayed in the Guard after coming off of 11 years of AD. It may seem silly, but I get to pop back into the uniform for a weekend and get my army fix. It also helps to have people that speak your language to talk to every once in awhile. I know that won't help you, but it may be good for another guy who is reading this.

2. I got a job right away. I took a month or so off and then worked the last 2 months of my terminal leave. I worked a lot and did the best I could. They even gave me employee of the month for the last 2 running. Work hard and you will be fine in that department.

3. I went back to school right away. This process started long before I got out. I secured a 2 year degree with a 4.0 GPA so that I could leverage that with my veteran status to get into the best program in my state. I basically walked through the school's admissions process and got a very nice letter from the president saying that they were impressed with my credentials and they would be honored to have me at their college. My hard work and long nights of school/homework paid off.

Along with this school has allowed me to broaden my horizons and perspectives. The military gave me certain ways of thinking, and those are an asset. I explained the teach/coach/mentor principle in an education class today in fact. People loved it!

4. I surround myself with good people. I am re-engaging my family after 11 years of missed holidays and events, trying to keep time open for my wife, and having some great times with my friends as well. It isn't easy all the time, but it is worth it.

What I have found interesting is how few people actually ask about what I did in the Service. Other than fellow vets, just about no one asks about what I did. They thank me for serving, but that is about it. Not really an issue, just a curiosity, or lack of it I guess. ;)

The only thing I can think of is starting all over, not having 30 days leave and every holiday a 4 day weekend!