Other than what?
Going to an area near the sun presents many unique challenges:
Extreme radiation, especially X and Gama, but also heating and cooling of the craft as it rotates in transit, and gets baked and frozen on the surface.
The nearness of the sun, (a very strong gravity well), one wrong move and you get sucked in.
No atmosphere to slow down with, (parachutes don't work).
Finding a landing site that won't destroy the craft,(Mercury is ROUGH)
Taking samples of what is basically a lump of metal, you will need really robust equipment. Robust equipment weighs a lot. Launching heavier equipment means using more fuel and, a bigger mass to land with, so the landing gear will be heavier too, so even more fuel is needed.