There are several things to be concerned about

There are several things to be concerned about when considering retiring abroad.
The most important consideration should probably be safety and security.  Is the place you are considering safe?  What is the crime rate?  Do the locals dislike your country or your country's politics?  Is there violence against foreigners?  Is it a war zone?  What does the local government look like?  Is it a police state?
After safety you should look at economics.  Can I afford to retire here?  What will it cost for housing, food, and the lifestyle I desire?  Is it very expensive?
At the other end of the spectrum, if it is a cheap place, why is it cheap?  Is there infrastructure, and if so, is it reliable?  Is there a police force of any kind?  How are the roads?  Can you get there reliably, and can you get out if you need to?
After you've decided that a location is safe and affordable, ask yourself if this is a place where you could spend a lot of time.  What kind of things are there to do?  Are there other people around that would be fun to spend time with?  Will you get bored?
When you've found a place that checks all the right boxes and you are excited about the possibilities of a new adventure, many people recommend that you go there and rent for a few months to "try the place on."  This seems like good advice.
Keep an open mind, an open heart, and stay flexible.  You are not in Kansas anymore.

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