First thing you notice when you arrive in Mongolia is dryness. Your throat dries up instantly. Keep water nearby, especially when sleeping
Altitude- though not as high as Tibet, Ulaanbaatar city is 1300 meter above sea level. Some people suffer light forms of altitude sickness.
If you are a city person, you will find that darkness in Mongolia is really dark. Its so dark you will not see your hands 1 mm away from your face. Also, its super quiet. Some would say its deafening quiet. So combination of super dark and super quiet. Some people find it difficult the first 1–2 days.
This by far is the most difficult thing to adjust. Toilets are rare and far in between. So you would be happy to see even these ones. Don’t look down. Its not for the faint hearted….