I played this a few years ago.
It has some blatant technical difficulties, some musical difficulties and some performance difficulties:
The main technical ones were definitely:
-Part 2 of A section, it's in Db/Gg major... the left hand here is very tough to keep light underneath the right hand. It has a little melodic line going too, but it can easily cut through too much. The right hand also has some intricate legato work you gotta do.
-At the end of this section, the hand span is massive. It's so easy to play a wrong note from a slip... and ruin it haha.
-In the B section (the calm A major followed by the very fast runs). The fast runs fit VERY nicely, but again coordinating the hands and keeping it light it tricky.
-The coda is really quite difficult. It has to be very powerful, and it just goes through so many modulations, you almost feel dizzy. There are echoes upon echoes upon echoes of earlier material in this section, and it is easy to get lost in it lol.
-The finale section... octaves come out of nowhere... more fast RH runs, stretto, freaking everything just piles in the last few measures.
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Musical challenges: Voicing the melodies. In the E major section, the left hand pinky notes actually have something worth bringing out if you can do it. You have the fast RH melody and then this Baritone melody in the left hand

-The delicate A major section is very intimate. The embellishments on the melodies here are so beautiful, you should be giving yourself chills when you play this. It is a bit repetitive, but with such slight variation each time. Bring this aspect out.
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Performance challenges:
-MAIN ONE: It's a very repetitive piece. It is more than 10 minutes long. You have to enjoy playing the entire thing to convey to the audience that it is worth it.
-The drama. The intro is really sneaky, whimsical. You don't want to lay down all your tricks right off the bat. There is just a huge play in contrast throughout the Bb minor section. My teacher would try to get me to change my facial expression when playing it - it felt silly at the time, but you will surprise yourself with the personalities you can conjure in a piece like this... the 'masked dude' for me was the first measure. Like, WHAT KIND OF PIECE has an opening like that!? A lot of Chopin's works do not begin this way. There are lots of 'dance' elements, dancers whirling in circles, chaos, anger, longing, everything you can imagine. As long as you can put that into it.
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I miss this piece

It's overplayed as heck, but sh*t it's a good one to play. Worthwhile for technique, and it does generally go over well with the audience.