Personally, dealing with always looking like a mess is the worst part. When you go out in public and people see all of the wounds all over, they assume you're on drugs or that you medically have something wrong with your body, like you might be contagious. That's seriously demoralizing and it only makes me want to pick more, and it becomes a never ending cycle.
Obviously, the act of picking is unsanitary, so when you create these wounds, you leave room for infection. With wounds of any kind, but especially with wounds that become infected, scarring occurs.