One challenge could be financial. They might struggle to afford baby supplies like diapers and formula. Also, lack of sleep is a common issue for new parents. Jessie and Tony could be constantly tired, which might lead to arguments. Another challenge could be adjusting to their new roles. They have to learn how to take care of the baby's needs quickly and effectively.
Well, in this fanfiction, they may face the challenge of balancing their relationship with the new addition to the family. They used to have more time for each other, but now the baby demands most of their attention. Social life can also be a problem. Their friends might not understand their new situation, and they may feel left out when they can't go out as often as before.
In the fanfiction, they could face challenges related to family support. If they don't have enough help from their families, they will have to do everything on their own. This includes taking care of the baby when one of them is sick or has to work. There could also be a challenge in terms of the baby's health. If the baby gets sick often, they will be constantly worried and have to deal with doctor visits and medications.