What is big risk when we purchasing International level or purchase from different country on first time?

Plus what Mr. Md. Sohag Meah stated, I can add the following:

The risk is available in different aspects when we purchase internationally, either first time or not:

- risk on shipping: delay of delivery, problems with clearance and customs, damages. 

- risk on exchange rate: if the original price changed against the ordered price due to different factors such as a change on the exchange rate of the currency of origin. 

- risk on support and after sales service: warranty is not valid in your country or spare parts are not available, which costs you more to import these parts. 

The biggest risk while purchasing in international market for the first time is to get frauded by dishonest or false people / companies. Hence a carful / close eye and contact is to be kept while doing business with new companies internationally....

Mr Tarek Galal answer is perfect ,i would like to add one more factor , you have to know if the country that you are buying from having a partnership with your country it may reduce the customs fees or may exclude it and that will be a very good benefit to you .