Probably the small fees you might have to pay, although they’re comparatively very small and well worth it for the convenience and security of using PayPal as a deposit and withdrawal option.
Most poker sites have even waived PayPal fees for both deposits and withdrawals, although if you’re dealing in relatively large sums or changing currencies you will likely pay a fee.
You can also withdraw money from your PayPal account to your bank account with no fee although if you’d prefer a cheque that’ll cost you $1.50.
As mentioned, though, PayPal is only an option in countries where online poker is licensed and regulated so it may not be available to you. Some poker sites also won’t process withdrawals to PayPal. You'll have to check with the online poker site's policies on transactions in your country of residence.