I'm planning on switching from an i5-9400F and a Gigabyte B360M HD3 to a Ryzen 5 3600X and a Gigabyte B450M DS3H. What are the issues I could run into and how can I avoid them?
Problems you'll have is understanding how Ryzen 3000 works and that voltages that SEEM high, or temperatures that seem high, really aren't.
Also, another problem is don't be so much fixated on pure clock speed as the measure of performance. Instead just do benches (Cinebench 20 seems best, at the moment) to determine if performance is on par. Reason being: Ryzen 3000 boosts quickly and pulls back just as quickly, on 1ms intervals. You may never see the highest boosts on monitoring utilities that poll on 2000ms intervals and temperatures have to be pretty much ideal to get the rated max boost. So the way to rate performance is gauge how high the average boost is across extended workload. Cinebench 20 is fairly long and fairly repeatable.
Lastly: don't expect manual overclocking to be a great thing. AMD sucked all the margin out with the opportunistic, and aggressive, boost algorithm.
If you're flexible you'll be fine.