The first is checking for plumbing, ducting and wiring in the wall that must be disconnected and then rerouted or capped. The second is determining if the wall you're about to remove is load-bearing. If it's not, you're almost ready for that sledgehammer. But if it is load-bearing, you're in for quite a bit more complication. If you remove a bearing wall without providing replacement support, you threaten the integrity of the house itself.
All exterior walls are load-bearing, as are many that run lengthwise through a house.
But there can be others. It can be as easy as heading to the attic to see if any joists, beams or rafters rest on the wall. Or it can be a lot more complicated. Actual demolition begins with removing drywall. This is done carefully and sytematically to avoid damaging existing plumbing, ducting and wiring.