It has been a few years since I used an adapter as it has some years since I used a PS2 connection but my mechanical keyboard (Ducky Shine 11 )came with an PS2/USB adapter as USB does not support Key Rollover.
Explanation here: Key Rollover (#KRO & NKRO) NKRO is when you can press as many keys as you want at the same time, and all of them go through. This is similar to what some 'gaming keyboards' incorrectly market as "anti-ghosting", even though Logitech and Razer only apply it to the WASD cluster. Note that right now only PS/2 keyboards can exhibit full n-key rollover; though Microsoft and Ducky are just two companies who have already looked at designing NKRO over USB.
So I suspect there are no 'snags' connecting your keyboard using the adapter.