Looking into the past, when answering what challenges will face the future starfarers, there are the issues of food storage and preparation, psychological and physical fitness of the crew and passengers, threats from radiation, threats from space debris, and the dangers posed by alien lifeforms. These lifeforms could be something as small as a bacteria, or akin to us - a thinking and reasoning species. These are the known threats.
Most of these challenges are either non-problems for a species that can command to the required degree the energies necessary for relativistic travel or highly improbable.
Food and fitness?
We can solve those today with hydroponics (or aeroponics), centrifugal gravity and recreational activities (not that those are really needed: read about the sailing conditions in the age of discovery, etc - humans are psychologically far more resilient than you give them credit).
Again - a non-problem. Today we can solve it (reducing the radiation to levels humans can withstand indefinitely with relatively little shielding).
In interstellar space? You stand a far (and I mean FAR) better chance of winning the lottery than of being hit by space debris.
Real life? In our vicinity - as in, a few tens of lightyears - the chances of there being aliens are negligible; or they are compulsive hiders.
Either case - the chances of encountering aliens are negligible. We are not living in the trekverse, with aliens around every corner.
It seems that when humans are exploring, they invariably encounter new threats they hadn't considered before.
Not really. See the age of discovery, the exploration of the americas, etc, etc.
There is something else to consider. According to the current belief about our galaxy, we live in a system that is located in the right galactic zone, a zone of habitability. This zone may defined where we could go feasibly in the galaxy, for systems that lay outside this zone might be unusable or hostile.
"According to the current belief about our galaxy"?
That would be - according to an all but discredited theory. Near the center of the galaxy, the stars are closer together, yes. But that still means they are separated by distances so great, we can only understand them as abstractions.
Far enough for extinction events from one star to have practically 0 chances of affecting another star.