No sex.
 It's hard to tell each other apart- at least at first. Different skeletal undead will start to learn each others tiny differences in skull structure, but it takes many years of careful observation.
 Can't close your eyes, nose, or ears. Your senses remain as they were when you were alive as part of the undead magic. You now smell things as though sniffing at all times, even though you don't need to breathe, the disgusting miasma lands on your nose holes.
 You cannot be healed by Cleric magic. Negative energy still makes you feel bad, but does restore your wounds.
 Without a body and metabolism to repair itself, the damages you sustain build up over time, never being fixed or repaired.
 You sink in water. This isn't all bad since you don't have to breathe, but it does mean a long hike back to shore if you fall off a boat.
 Getting trapped someplace forever, since you can't die to escape it. Just have to wait for your chance to get free.
 If you're a skeletal undead- your bones offer no support. Everything you lay or sit on is super pointy because you have no fat to cushion yourself.
 You don't feel your heart beat or your pulse, ever, since you don't have one. You're always cold.
 Long hours, no breaks. Since you don't need to sleep or eat, the value of your labor is effectively nil. You may not mind working constantly since you don't get tired, but you don't get paid anything for serving some cause or order.
 If you're a ghostly undead- you occassionally run into walls instead of going through them. Without a body you can pass through solid matter, but certain sanctified places or lead-lined chambers will be solid to you, causing you to have a painful full-speed impact with the wall.
 You can conserve all your money since you can just rent out a closet and don't need to buy food or medicine. This is one of the positives- but it attracts thieves and bandits. If someone steals from you the crime is just grave robbing, even as you appear in court demanding justice.
 No more experience. You can still learn skills and acquire knowledge, but you don't the meta-cosmological ability to gain experience points to become tougher and gain more magical and physical potency. This of course only applies to intelligent undead, even lesser creatures can't learn anything and just repeat the same patterns over and over until the end of time.
 If you're a Ghost you probably can't leave your house. You're also forced to watch it rot away and decay, slowly losing even more of your limited territory you can wander for eternity.
 Astral cancer. You're undead, so your astral form has none of the same capacities as a normal human. Your astral body is riddled with astral parasites, dark energy vortexes, tumors of negative emotions you've never been able to clear without the clean periods of death and meditation. Essentially, your astral form is disgusting and terrible. Probably why people feel so bad interacting with you, even if you're friendly.
 Your fingers are sharp and point, since they are skeletal. You might accidentally stab something or someone by touching them, and have bad grip without skin and flesh to grasp things; they slip right off wet surfaces. Also takes hours to rebuild all the complicated metacarpals bones in your hands when they get blasted or struck apart.
 Clothes slip off you too easily. Easier to just go around naked, which still makes you feel a little weird unless you were an exhibitionist in life.
 Can't get drunk. Or be affected by any type of drug. If you're not a skeleton anything you try to ingest to get high just rots in your stomach and turns into a nasty cloud of miasma instead.
 Living magicians have natural oils in their skin that helps them avoid feedback on spells. You don't; shooting fire from your hands may burn your bones, necrotic energies tend to pool between your ribs and need a good scrub with soap and water to get off. Magic using skeletons have black, warped finger-bones and lose more teeth then regular skeletons from speaking incanations.
 Humans psychologically tend to remember negative things more then positive ones. Loss prevention is valued higher then a gain. This doesn't stop, no matter how ancient you get.