One of the things that is both challenging and wonderful on Etsy is that buyers see the sellers in a different way than they see sellers like Amazon or Target. The wonderful part of that is I believe they see more meaning in the handmade items because they are connecting with the artisan who made them. Sometimes shoppers will message you with compliments and let you know how much they appreciate your work. That means a lot since they took the time to reach out to you.
Where this becomes challenging is when someone shopping on Etsy seems to see it as something like a flea market, where they can bargain on details. I have received messages from people inquiring on options (color, size, etc.) that aren't listed. Some have asked for larger quantities and discounts. This isn't necessarily a bad thing, but each artisan will handle it differently. Part of why I liked selling on Etsy more than at craft fairs was that I didn't feel as much pressure to have a large inventory so I wasn't gambling on making things that might not sell. I know that some people list things on Etsy that will be made once they have been ordered. My full-time job keeps me too busy to take orders. I just like to sell what I've already made.
Another part of the challenge comes from shoppers not taking you as seriously as they would an online retailer like Amazon. The most recent example of this for me was when someone in another country placed two separate orders. Because I was shipping overseas, the calculated shipping charge was high. The buyer sent me a message requesting that I ship both orders in one package. I was able to do that, but he reached out to me again after receiving the order and was upset that I didn't refund the shipping on the second order. I probably should have realized that was implied in his original request, but this was the first time he specifically asked for it. I wasn't opposed to the refund, but it was extra work for me to figure out how to take care of it. If he had ordered from Amazon he would have either been more careful to order everything at once or would have accepted the fact he was paying for two shipments.