Stress
Unless you just grind it at the club on the weekends for fun, a life of dancing is definitely going to be stressful. There's the stress of constant practice and the mountains of stress that come with auditioning. Going up in front of a bunch of strangers to be judged can be a soul-wrenchingly stressful thing to do. C'mon; we've all seen those mental breakdowns on American Idol.
Once you get past the stress of being cast, you've then got the stress of performance. Everything is on the line when you're out there. If you mess up, people will notice. There's no hiding. The threat of embarrassing yourself and letting your fellow dancers down can send your stress levels through the roof.
You've just got to remember that stress can be a good thing if you handle it right. Channel it into your performance, and it'll boost you up, not bring you down.