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I've been working on Headless CMS project and it's really good. Using the WP REST API plus some extra endpoints that we expose with custom plugins. It's really good, highly recommend it.

But there are a few caveats:

• Previewing content. In headless mode you won't have the standard WordPress flow, so you will have to make your own "preview flow" and for regular WP users it will take some time to get use to it (depending on how seamless you make it). You can have the preview button save, then open a new tab with the frontend.
• Sitemaps unless your decoupled frontend follows the exact same pattern that WP you'll need to implement your own.
• Shortcodes and Media Embeds wordpress translates these "on the fly" so you might need to implement them on the frontend. Depending on what they do, you might get away with just "echoing" the generated dangerously _html _or you might have to implement some sort of parsing.
• Re-implement out-of-the-box WP features like the two above. There might be a lot more, depending on your case.

The bright side is, your frontend will perform and scale well, independently of WordPress. You are no longer constrained by WP. You can your frontend it do whatever you want and Content and Presentation can be managed by different development teams. You can also feed different apps with the same content.

And there are some cool things that you could do, like share content between sites thru the WP REST API.

TL;DR: It is worth it, but comes with a cost for both the content authors (new experience, things might be missing and don't work as they used to) and software developers (re-implementing features and maintaining and deploying two codebases).

We are using VueJS with Nuxt, it's wonderful. Code is maintainable, it's easy to learn, very well supported and it has advanced features out of the box.

I have another project with React and Next. Has a steeper learning curve and you need to implement advanced features on your own. Still worth a thorough read IMHO.