Before converting, set your MySQL to ANSI-strictness by starting the server with: --transaction-isolation=SERIALIZABLE --sql-mode=ANSI
Make sure you're not using MyIsam tables.
MySQL allows a lot of conversions it shouldn't; pg will require a cast.
Your stored procs, functions, and triggers will have to be re-written. pg gives you a choice of languages for these, but you have to install the languages; it's not as user friendly as MySQL.
pg will only allow in a select list columns that are in a group by or are aggregates; MySQL will cheat by selecting the first value in the group if you do this.
MySQL adds a bunch of extensions: the not-equal operator can be !=
as in C, it allows '&&' as a synonym for 'and', '||' for 'or' etc. In particular, pg uses '||' to mean string catenation.
Basically, pg is pretty strictly ANSI, MySQL isn't. I'd strongly suggest getting your MySQL to as strict an ANSI compliance as possible before converting to pg, then checking for any warnings when you run your applications.