And that is that the savegame can corrupt. It doesn't happen often, and the answer is to keep regular backups. You might lose a bit of time, depending on when your last backup was.
Playing the game on modern computers, however, is subject to minor glitches. Most you won't notice, because they refer to hidden items that simply don't get placed. The one you may notice is that when you are exploring the sewers under Free Haven, you will find a locked treasure room, and you may not find the key. It should be in one of the sewer grates near where you first entered, but sometimes it doesn't appear — it didn't in my last game. The answer is simple enough, just edit the savegame and change a minor item into the key.
One warning: if you're using Elrond's Editor, when you restart the game, go to the backpack of the character that contains the item you've changed, and pick up every item in that backpack and replace it where it came from. If you don't, you can lose things.
There was one possible game-breaker about the Prince of Thieves. It shouldn't apply to a fully patched game, although it might to the v1.2 game (the one with only the official patches). I can't remember who it was, but somebody found the Prince of Thieves, and had to Rest on the journey to take him to Anthony Stone. The Prince escaped, and went to ground in the Shadow Guild in the Frozen North. There was a bug in the v1.2 game that prevented you from entering there, and you have to deliver the Prince to Anthony to gain his support on the Council, which is essential to completing the game. But as I say, that should not happen in a fully patched game. But I wouldn't rest when taking the Prince back to Anthony, if I were you.