Hi, ikkvr...
As well as the points already mentioned, their is the pitfall of relying too much on the HUD, especially for stats that require large sample sizes.
For example, if your HUD says player 'VorpalF2F' folds 75% to 3Bets pre-draw, but has only *seen* 8 3Bets, it could be that he
a) just had crappy cards,
b) was in a tight mood, or
c) Mrs Vorpal distracted him for a minute or
d) etc
The problem with playing VorpalF2F with a sample of 10,000 hands is that he is a far different player now that he was 10,000 hands ago.
Note: I DO use a HUD, but don't rely on it -- tracking software is more useful for reviewing your play, and for keeping track of results.
Cheers,
--VS