Contagions: During a long stint in a space colony, astronauts' immune systems will likely weaken. If a microbe like E. coli—previously found clinging to "clean" spacecraft—contaminates the water or food supply, it could devastate the crew.
Invasions: Places with liquid water, such as Europa, might make good bacterial breeding grounds. A hardy species like Geobacillus stearothermophilus, prevalent in Earth's ocean sediments and soil, could overrun an entire biosphere once it gets a hold.
Mysteries: The organisms that survive NASA's protocols tend to be enigmatic. There are some species, like Tersicoccus phoenicis, that we didn't even know existed; scientists have found it only in the clean rooms where spacecraft are assembled.
Confusion: If we leave Earth bugs in our wake, any life that planetary scientists may someday detect could simply have fallen off a lander. And without a better understanding of the species we bring to space, we might not recognize it as terrestrial.