Depends on what you're into and how rural you're talking.

A group of us moved from big cities (LA, DC, and San Fran) to a small town in the midwest (population 120K). Some of the group left because there wasn't enough to do (e.g. nowhere to go dancing) and it was harder to make friends in a smaller town. Just fewer people that share your interests and so it's harder to find people that are ones you really click with.

In more rural areas, it can be harder to find parts, tools and materials and they're sometimes more expensive. Ordering things from the internet can help with that, but shipping large objects is expensive and takes a few days.

Frequently no high speed internet available.

Some rural areas aren't keen on outsiders and while they'll frequently be polite if you look like them, they're not always friendly and neighborly. I know people who personally experienced this.

Some of these things might not be a big deal for you, or might be able to be easily overcome.