We are currently looking into the Agile Platform by Outsystems.
We have went through their courses and did all the examples but from experience these types of things only show part of the picture.
Are there any serious pitfalls that we may not be aware of?
DISCLAIMER: I work for OutSystems
Every development tool/language/stack/... involves some tradeoffs at some point. Therefore, depending on what you're looking for, or particularly interested in, you may consider some aspect of a platform as an unforgivable pitfall where others might see it as a godsend blessing, or vice-versa. Thus, only by knowing what you really like and what you consider essential, may I try to guess what you'll miss and what you'll consider a pitfall.
Since we usually only notice the lack of something the first time we try to use it, I'd recommend trying to use the platform to hack something at your will without following the tutorials and the courses to the letter. If while creating something different you find anything you dislike, we'll be happy to hear it from you!
TL;DR: If you think the tutorials for a tool aren't showing you something, play with it a bit without following them.