What are the risk or difficulties one faces when becoming a during pregnancy gestation or NICU nurse?

I have been a NICU nurse since 1977. Like you, I knew I wanted to be a nurse when I was in High School. Nursing education is much different today. Now, you can actually care for newborns (regular, sick, and critically ill) during nursing school. My nursing studies mostly involved taking care of older patients. I found this type of nursing boring. I knew my interests were taking care of children. I started out in a Pediatric unit, then I discovered NICU.
Most people comment about how sad it must be to take care of a sick baby, however, I have cried more taking care of dying elderly patients. It is just a different outlook and feelings.
I volunteered in a hospital during high school just to validate my feelings that I would not faint around sick people. You should try this too. You could volunteer in a NICU or Pediatric unit.
You tube is full of videos. See if you are interested in how a fetus is formed and what things can go wrong especially if a baby is early.
Advantages of a NICU nurse: Watching a baby grow and get better. Helping a family thru emotional ups and downs. I love monitoring a very sick baby's heart rate, blood pressure and respirations every minute and providing medications, procedures and care that keep them all in normal ranges until the baby can do it for him/herself. It is the nurse that stays at the bedside and knows what the baby needs at every minute. (when to touch the baby or when rest is most important) I love attending high risk deliveries and being part of the team of doctors and nurses that do whatever it takes to get the baby healthy. It is always very exiting. Know that new NICU nurses are well trained before they care for babies by themselves. There will always be a team of nurses to help you learn what you need to know (during and after school). It is a well respected nursing specialty. My favorite NICU patient was the one I transported to a surgical NICU by helicopter. I was the only one on board that provided medical care for this baby the entire 1 hour helicopter flight. Nervous but very EXCITED.
From your question, I can tell you are not afraid to spend time learning what you need to know.
There are many NICU areas of nursing practice. There are units just for babies with heart problems. There are hospitals for those infants that need less intensive care but are not quite ready to go home yet. You can find the area that makes you happy.
The neonatalogists and pediatricians are the best doctors to work with!!
Disadvantages. I had to do extra reading on my own because I wanted to be one of the best NICU nurses and your college professors may not be experts in this area of nursing.