Steering can be difficult when running because there is less pressure on the tiller to provide feedback to the helmsman, and the boat is less stable, meaning the boat may go off course more easily than on other points of sail.
This tendency to turn off course when running can be dangerous. If a boat turns to leeward too far, or sails "by the lee", the boat can jibe accidentally if the lee side of the sail catches the wind, causing the boom to swing across the boat quickly. A preventer can be used on yachts to help avoid this. Some boats, particularly smaller racing dinghies like the Laser, sail "by the lee" very well, but most sailboats should be careful to avoid this.