Transitions among physical, augmented, and virtual reality are a critical design problem in cross-reality systems. Prior Research has identified transition-related challenges, but predominantly in spatially constrained lab environments, leaving open how such challenges unfold across the diverse transitions and contexts of real-world use. We conducted a qualitative study in which 18 participants completed differing tasks along a public campus route, encountering 13 transitions, each implemented in two variants. Five categories of challenges emerged, mapping onto distinct phases before, during, and after the transition: fear of the unknown, spatial disorientation, social discomfort, and physical strain, consistent with prior research, and functional uncertainty, a previously undocumented category arising from interaction paradigm carry over between contexts. We then analyzed the design approaches implemented within each phase and discussed how they can be operationalized to address the identified challenges.