Do you want to explore edges of infinite space? Do you want to fly beyond everything you know? Or maybe build station milion units away from home? If so, you shloud know about some things.
If you are going to travel more than 70,000 units from the Sun, you may start experience weak vibrations on your ship. It's noticable only on multi-module vehicles.
After you pass 100,000 mark, shaking becomes more noticable. If you open cargo view, you will see items bouncing around.
At 1,000,000 mark docking becomes hard, as ports are not displayed correctly. Fuel, power and cargo managment will become harder than usual.
After 5,000,000 have passed, direction pointers start to glitch, opening pressurised doors now takes multiple tries. Exhaust won't be coming from engines anymore.
Beyond 15,000,000 you're pretty much screwed. Direction pointers become unreadable, power, fuel, cargo and air become totally unmanagable. Thrusters, engines,and Oxygen propulsion is still working as usual, so you can fly back home, assuming you can tell where you're going.