One of the hardest transitions to make from children's lit to adult novels is the simple fact that what you want to happen might not. In children's books the hero almost always wins; the shy, quiet girl who you're rooting for gets the lead in the school play or the cute boy. In novels written for adults this does not happen. The woman who desperately wansa baby but her husband isn't convinced remains childless. The man with cancer dies. Unhappy marriages continue, unhappily. You end up feeling angry, really angry, that the author hasn't done what you want. How dare he not? You get so used to authors writing what their audiences will like. Sometimes it's even worse - there is no resolution. You reach the end of a compelling, well written novel with characters that you care about and you don't find out what happens. You don't know if a marriage survives, if a man makes peace with his children, you don't know how the events of the book continue to resonate through the lives of people you feel you know.
Moving from Jacqueline Wilson and Roal Dhal to Christos Tsiolkis and Cormac McCarthy is very difficult, because the writer is no longer writing to make you feel better and relieved and resolved; they are writing to challenge and provoke you.
PS. I turned 17 years old yesterday. We went to Cardiff and Barry. It was lovely and pure.