Construction is a very physically demanding job. I've known people who work in construction, and they often work even when in pain. If they get injured, there is no "light -duty" desk job to go to - they are out of work. If it is serious/permanent, they need to find a new line of work. If the weather is really bad, they don't work. If it is only a "little" bad, they work. Cold, wet, muddy. They often start early and work late. Pay depends on where you work and who you work for. Unions play a role in some places. Most of the ones I know get overtime. I'm not sure what happens during bad weather. I had family in New York who did road construction, and every winter they filed for unemployment. That was many years ago. Not sure if that has changed. Most of the ones I know are happy with their jobs. The south is booming. In San Antonio, there is construction everywhere you look: housing, highways, etc. Construction workers often go from project to project, and are frequently applying for jobs. They often must have their own tools.
As an outsider looking in, I think the hardest thing would be the unpredictability of work (weather, injury, etc), and how that affects them financially. You have to plan ahead for those times. It's important to learn basic financial planning at a young age. If you know there will be periods of unemployment, you can be prepared.