This question gets at two important things. First, a good consultant will be able to quickly and clearly identify common obstacles that they will come up against. If they don't have a good answer, you should take that as a big red flag.

Second, a consultant's response to this question will give you a heads up about what kind of interpersonal, time management, scope of work, and other problems they may encounter. Every consulting approach has its weakness, but you should go into it with open eyes.

What you're looking for in a good fit is a) a consultant who thinks proactively about the challenges that will inevitably occur and b) a consultant who will work together with you throughout the engagement to quickly surface and resolve obstacles that stand in your way.