Well, it's actually not that bad. In fact, when a dormer is installed correctly they are no more problematic than other parts of the roof. There are a few things with dormers that do tend to be an issue though.
First and foremost is the flashing. The world as a whole can't seem to get flashing perfectly right for some reason. With dormers, you are typically going to see step flashing. This is the right type of installation, but often times mistakes are made by a careless installer thus creating leaks.
The too, when a new roof is put on, the roofers many times leave the old flashing, damage it when they tear off the old roof, and then just roof over top of it.
And then there are the valleys. They are hard to reach and tend to get filled with debris. When not properly cared for, the valleys can leak worse than the flashing.
This information is not to make you think tat you should never have a dormer. In actuality, this information is important to have so that dormers get the care and attention that they need. When well maintained, dormers will decorate and add to the functionality of your home for years to come.