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If you don't have a place in your house to set up icons like the "rules" say, it's fine. Just set them up somewhere respectful, it's far better to have them up than to not just because it's not "right".
I'd say the biggest downside to becoming Orthodox is how it will separate you from some people. Or rather, they will separate themselves from you. Protestant friends and family will be shocked that you became Catholic (they confuse Orthodoxy with Roman Catholicism), atheist and non-religious friends and family will be shocked by your "zealoty" and point to your icons or prayers, or that you sometimes go to church more than once a week.
These are all struggles you must endure and your fellow parishioners will help you overcome.